A note on the induction of comonotonic additive risk measures from acceptance sets (Q6540896)
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scientific article; zbMATH DE number 7850488
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| English | A note on the induction of comonotonic additive risk measures from acceptance sets |
scientific article; zbMATH DE number 7850488 |
Statements
A note on the induction of comonotonic additive risk measures from acceptance sets (English)
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17 May 2024
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acceptance sets
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comonotonicity
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risk measures
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deviation measures
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comonotonic additive risk measures
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comonotonic additive deviation measures
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0.8118964433670044
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0.7995958924293518
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0.7970537543296814
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0.7606140971183777
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