A note on convex risk statistic (Q1939712)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6141241
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on convex risk statistic |
scientific article; zbMATH DE number 6141241 |
Statements
A note on convex risk statistic (English)
0 references
5 March 2013
0 references
risk statistics
0 references
data-based risk measures
0 references
comonotonic subadditivity
0 references
comonotonic convexity
0 references
0 references
0.8421477675437927
0 references
0.8351661562919617
0 references
0.8245359659194946
0 references
0.8109047412872314
0 references
0.8089426755905151
0 references
