Bounds for Distorted Risk Measures (Q2915315)

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Bounds for Distorted Risk Measures
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    Statements

    title
    Bounds for Distorted Risk Measures (English)
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    author
    Marcelo Goncalves
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    Nikolai Kolev
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    Antonio Elias Fabris
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    publication date
    16 September 2012
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    zbMATH Keywords
    algorithm
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    copulas
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    Identifiers

    DOI
    10.1515/EQC.2008.243
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    Mathematics Subject Classification ID
    62P05
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    62H05
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    65C60
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    zbMATH DE Number
    6083083
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