Upper comonotonicity (Q659089): Difference between revisions
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| Property / DOI: 10.1016/j.insmatheco.2009.03.003 / rank | |||
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| Property / DOI: 10.1016/J.INSMATHECO.2009.03.003 / rank | |||
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Revision as of 06:30, 9 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper comonotonicity |
scientific article |
Statements
Upper comonotonicity (English)
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10 February 2012
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comonotonicity
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upper comonotonicity
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risk measure
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copula
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tail dependence
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