On multivariate extensions of the conditional value-at-risk measure (Q2347091): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: QRM / rank | |||
Normal rank | |||
Revision as of 18:06, 29 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On multivariate extensions of the conditional value-at-risk measure |
scientific article |
Statements
On multivariate extensions of the conditional value-at-risk measure (English)
0 references
26 May 2015
0 references
copulas and dependence
0 references
level sets of distribution functions
0 references
multivariate risk measures
0 references
stochastic orders
0 references
value-at-risk
0 references
