scientific article; zbMATH DE number 6811491

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zbMath1381.62156MaRDI QIDQ4593690

Elisa Pagani, Marta Cardin

Publication date: 22 November 2017

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic orders risk measures distortion function multivariate risk measures concordance measures

Mathematics Subject Classification ID

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Related Items (4)

STOCHASTIC INCREASE IN CDS AND CDO PORTFOLIO PREMIUMS ⋮ A directional multivariate value at risk ⋮ Hessian and increasing-Hessian orderings of scale-shape mixtures of multivariate skew-normal distributions and applications ⋮ Unnamed Item

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