COMONOTONIC MEASURES OF MULTIVARIATE RISKS (Q4906542)
From MaRDI portal
scientific article; zbMATH DE number 6139594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | COMONOTONIC MEASURES OF MULTIVARIATE RISKS |
scientific article; zbMATH DE number 6139594 |
Statements
COMONOTONIC MEASURES OF MULTIVARIATE RISKS (English)
0 references
28 February 2013
0 references
regular risk measures
0 references
coherent risk measures
0 references
comonotonicity
0 references
maximal correlation
0 references
optimal transportation
0 references
strongly coherent risk measures
0 references
