Mathematical Risk Analysis (Q2919635)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mathematical Risk Analysis |
scientific article |
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Mathematical Risk Analysis (English)
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5 October 2012
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stochastic dependence
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distributional transform
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quantile transform
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Fréchet classes
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risk bound
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duality theory
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convex order
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Schur order
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integral order
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comonotonicity
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excess of loss
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VaR
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dependence ordering
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coherent risk measure
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convex risk measure
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law invariant risk measure
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portfolio risk measure
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representation of risk measures
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optimal mass-transportation
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risk allocation
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convex risk functional
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optimal portfolios contracts
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contingent claims contracts
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reinsurance contracts
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extreme risk
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orderings of multivariate risk models
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