Characterization of upper comonotonicity via tail convex order (Q2276242)
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 5934657
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Characterization of upper comonotonicity via tail convex order |
scientific article; zbMATH DE number 5934657 |
Statements
Characterization of upper comonotonicity via tail convex order (English)
0 references
1 August 2011
0 references
comonotonicity
0 references
upper comonotonicity
0 references
tail convex order
0 references
Haezendonck risk measures
0 references
0 references
0 references
0.9416932
0 references
0.9407057
0 references
0.90557426
0 references
0.8751572
0 references
0.8728855
0 references
0 references
0 references
0 references
