Risk Measures and Comonotonicity: A Review (Q3424141): 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 11:11, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Risk Measures and Comonotonicity: A Review |
scientific article |
Statements
Risk Measures and Comonotonicity: A Review (English)
0 references
15 February 2007
0 references
comonotonicity
0 references
distortion
0 references
lognormal
0 references
risk measurer
0 references
theory of choice under risk
0 references