Some useful counterexamples regarding comonotonicity (Q2968271)
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scientific article; zbMATH DE number 6693940
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| English | Some useful counterexamples regarding comonotonicity |
scientific article; zbMATH DE number 6693940 |
Statements
13 March 2017
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risk orders
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comonotonicity
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value-at-risk
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subexponential distributions
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0.7778007984161377
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0.7515926361083984
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0.7446365356445312
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0.7398306131362915
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0.7294490933418274
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