Upper comonotonicity (Q659089)

From MaRDI portal
Revision as of 00:08, 10 December 2024 by Import241208061232 (talk | contribs) (Normalize DOI.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article
Language Label Description Also known as
English
Upper comonotonicity
scientific article

    Statements

    title
    Upper comonotonicity (English)
    0 references
    author
    Ka Chun Cheung
    0 references
    publication date
    10 February 2012
    0 references
    zbMATH Keywords
    comonotonicity
    0 references
    upper comonotonicity
    0 references
    risk measure
    0 references
    copula
    0 references
    tail dependence
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B30
    0 references
    60E05
    0 references
    62H05
    0 references
    zbMATH DE Number
    6004615
    0 references
    OpenAlex ID
    W4245210049
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q659089&oldid=38436620"
    Powered by MediaWiki