ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (Q5214826)
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scientific article; zbMATH DE number 7163348
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS |
scientific article; zbMATH DE number 7163348 |
Statements
ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS (English)
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5 February 2020
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multivariate risk
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coherent risk measure
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increasing risk
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Archimedean copula
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Kendall's process
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