Risk Measures and Comonotonicity: A Review

DOI10.1080/15326340600878016zbMath1159.91403OpenAlexW3124675969MaRDI QIDQ3424141

David Vyncke, Steven Vanduffel, Jan Dhaene, Rob Kaas, Marc J. Goovaerts, Qi-he Tang

Publication date: 15 February 2007

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340600878016

zbMATH Keywords

distortioncomonotonicitylognormalrisk measurertheory of choice under risk

Mathematics Subject Classification ID

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Cites Work

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