Reducing risk by merging counter-monotonic risks (Q2015473)

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Reducing risk by merging counter-monotonic risks
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    title
    Reducing risk by merging counter-monotonic risks (English)
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    author
    Ka Chun Cheung
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    Jan Dhaene
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    Ambrose Lo
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    Qi-he Tang
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    publication date
    23 June 2014
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    zbMATH DE Number
    6306776
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    zbMATH Keywords
    comonotonicity
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    counter-monotonicity
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    convex order
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    tail value-at-risk
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