Multivariate quasiconvex risk statistics with scenario analysis (Q5086971)
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scientific article; zbMATH DE number 7554554
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate quasiconvex risk statistics with scenario analysis |
scientific article; zbMATH DE number 7554554 |
Statements
8 July 2022
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quasiconvex risk statistics
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multivariate risk measures
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comonotonicity
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scenario analysis
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0.8996235728263855
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0.8795623183250427
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0.8425303101539612
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0.7905314564704895
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0.7798638939857483
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