Monotone tail functions: definitions, properties, and application to risk-reducing strategies (Q2161059)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Monotone tail functions: definitions, properties, and application to risk-reducing strategies |
scientific article |
Statements
Monotone tail functions: definitions, properties, and application to risk-reducing strategies (English)
0 references
4 August 2022
0 references
monotone tail functions
0 references
upper comonotonicity
0 references
value-at-risk
0 references
0 references
0 references
0 references