Consistent risk measures for portfolio vectors

DOI10.1016/j.insmatheco.2005.08.008zbMath1138.91490OpenAlexW2001374710MaRDI QIDQ2492174

Christian Burgert, Ludger Rüschendorf

Publication date: 9 June 2006

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2005.08.008

zbMATH Keywords

convex orderingconvex risk measuremultivariate portfolio

Mathematics Subject Classification ID

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