On multivariate extensions of the conditional value-at-risk measure (Q2347091)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On multivariate extensions of the conditional value-at-risk measure |
scientific article |
Statements
On multivariate extensions of the conditional value-at-risk measure (English)
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26 May 2015
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copulas and dependence
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level sets of distribution functions
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multivariate risk measures
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stochastic orders
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value-at-risk
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