How Superadditive Can a Risk Measure Be? (Q3195106)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How Superadditive Can a Risk Measure Be? |
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How Superadditive Can a Risk Measure Be? (English)
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21 October 2015
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distortion risk measures
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shortfall risk measures
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expectiles
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dependence uncertainty
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risk aggregation
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diversification
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