Risk measures and dependencies of risks

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Publication:367525

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zbMath1272.62066MaRDI QIDQ367525

Grzegorz Darkiewicz, Jan Dhaene, Marc J. Goovaerts

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

risk measures dependency measures distortion risk measures premium principles

Mathematics Subject Classification ID

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Related Items (3)

Stability of \(L\)-statistics from weakly dependent observations ⋮ Distortion Risk Measures and Economic Capital ⋮ On rankings and top choices in random utility models with dependent utilities

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