Reducing risk by merging counter-monotonic risks (Q2015473)
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scientific article; zbMATH DE number 6306776
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| English | Reducing risk by merging counter-monotonic risks |
scientific article; zbMATH DE number 6306776 |
Statements
Reducing risk by merging counter-monotonic risks (English)
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23 June 2014
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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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0.7880117297172546
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0.7538636326789856
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0.7518104314804077
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0.7460956573486328
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0.739368736743927
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