Tail conditional expectation for multivariate distributions: a game theory approach (Q2435742)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail conditional expectation for multivariate distributions: a game theory approach |
scientific article |
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Tail conditional expectation for multivariate distributions: a game theory approach (English)
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19 February 2014
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tail conditional expectation
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Shapley values
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coherent risk
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multivariate distributions
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