A comonotonic image of independence for additive risk measures (Q2485529)
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scientific article; zbMATH DE number 2192302
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A comonotonic image of independence for additive risk measures |
scientific article; zbMATH DE number 2192302 |
Statements
A comonotonic image of independence for additive risk measures (English)
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5 August 2005
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Risk measures
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Additivity
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Exponential order
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Laplace transform order
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Esscher transform
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Comonotonicity
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0.8344957828521729
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0.8176434636116028
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0.810653567314148
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0.7950966358184814
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0.7916821837425232
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