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 |
|---|---|---|---|
| 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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