On optimal allocation of risk vectors (Q661232)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6004745
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On optimal allocation of risk vectors |
scientific article; zbMATH DE number 6004745 |
Statements
On optimal allocation of risk vectors (English)
0 references
10 February 2012
0 references
optimal risk allocations
0 references
worst case portfolio
0 references
comonotonicity
0 references
0 references
0 references
0.8937516212463379
0 references
0.8464004993438721
0 references
0.8460802435874939
0 references
0.8414103388786316
0 references
0.8349212408065796
0 references
