ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY (Q4635030)
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scientific article; zbMATH DE number 6859716
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY |
scientific article; zbMATH DE number 6859716 |
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ASYMPTOTIC EQUIVALENCE OF RISK MEASURES UNDER DEPENDENCE UNCERTAINTY (English)
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13 April 2018
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risk aggregation
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distortion risk measures
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convex risk measures
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dependence uncertainty
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diversification
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