Risk aggregation with dependence uncertainty (Q2015478): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 05:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk aggregation with dependence uncertainty |
scientific article |
Statements
Risk aggregation with dependence uncertainty (English)
0 references
23 June 2014
0 references
dependence structure
0 references
aggregate risk
0 references
admissible risk
0 references
convex risk measures
0 references
TVaR
0 references
convex order
0 references
complete mixability
0 references
VaR bounds
0 references
