Upper comonotonicity (Q659089)
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scientific article; zbMATH DE number 6004615
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Upper comonotonicity |
scientific article; zbMATH DE number 6004615 |
Statements
Upper comonotonicity (English)
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10 February 2012
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comonotonicity
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upper comonotonicity
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risk measure
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copula
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tail dependence
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0.8717132210731506
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0.8452914357185364
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0.8392837047576904
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0.8375272750854492
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0.8273979425430298
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