Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures (Q2364013)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures |
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Tail subadditivity of distortion risk measures and multivariate tail distortion risk measures (English)
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17 July 2017
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generalized GlueVaR
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subadditivity
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tail subadditivity
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tail distortion risk measure
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multivariate tail risk measure
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coherent risk measure
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Choquet integral
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capital allocation
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