Multivariate convex risk statistics with scenario analysis
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Publication:5077922
Cites work
- scientific article; zbMATH DE number 1795842 (Why is no real title available?)
- scientific article; zbMATH DE number 1795125 (Why is no real title available?)
- A note on convex risk statistic
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- On convex principles of premium calculation
- Quasiconvex risk statistics with scenario analysis
- Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
- Risk measures with comonotonic subadditivity or convexity on product spaces
- Stochastic finance. An introduction in discrete time
Cited in
(5)- Convex risk measures for the aggregation of multiple information sources and applications in insurance
- Multivariate shortfall risk statistics with scenario analysis
- Capital allocation with multivariate risk statistics with positive homogeneity and subadditivity
- Multivariate risks and depth-trimmed regions
- Set-valued risk statistics with scenario analysis
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