Risk Measures and Comonotonicity: A Review (Q3424141)

From MaRDI portal
Revision as of 22:02, 19 March 2024 by Openalex240319060354 (talk | contribs) (Set OpenAlex properties.)
scientific article
Language Label Description Also known as
English
Risk Measures and Comonotonicity: A Review
scientific article

    Statements

    title
    Risk Measures and Comonotonicity: A Review (English)
    0 references
    author
    Jan Dhaene
    0 references
    Steven Vanduffel
    0 references
    Marc J. Goovaerts
    0 references
    Rob Kaas
    0 references
    David Vyncke
    0 references
    Qi-he Tang
    0 references
    publication date
    15 February 2007
    0 references
    zbMATH Keywords
    comonotonicity
    0 references
    distortion
    0 references
    lognormal
    0 references
    risk measurer
    0 references
    theory of choice under risk
    0 references

    Identifiers

    zbMATH DE Number
    5127471
    0 references
    OpenAlex ID
    W3124675969
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3424141&oldid=32092542"
    Powered by MediaWiki