Upper comonotonicity (Q659089): Difference between revisions
From MaRDI portal
Normalize DOI. |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2009.03.003 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.INSMATHECO.2009.03.003 / rank | |||
Normal rank | |||
Latest revision as of 00:08, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper comonotonicity |
scientific article |
Statements
Upper comonotonicity (English)
0 references
10 February 2012
0 references
comonotonicity
0 references
upper comonotonicity
0 references
risk measure
0 references
copula
0 references
tail dependence
0 references
