Some classes of multivariate risk measures

MaRDI QIDQ4593690zbMATHFDO

Authors Marta Cardin, Elisa Pagani

Publication date 22 November 2017

zbMATH Keywords

risk measuresdistortion functionstochastic ordersmultivariate risk measuresconcordance measures

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Order statistics; empirical distribution functions (62G30)

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(8)

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