Risk Measures and Comonotonicity: A Review (Q3424141)
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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)
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15 February 2007
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comonotonicity
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distortion
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lognormal
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risk measurer
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theory of choice under risk
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