Risk aggregation under dependence uncertainty and an order constraint (Q2670114)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk aggregation under dependence uncertainty and an order constraint |
scientific article |
Statements
Risk aggregation under dependence uncertainty and an order constraint (English)
0 references
10 March 2022
0 references
risk aggregation
0 references
risk measures
0 references
value-at-risk
0 references
concave order
0 references
directional lower coupling
0 references
0 references
