Multivariate quasiconvex risk statistics with scenario analysis

zbMATH Open1499.91020MaRDI QIDQ5086971FDOQ5086971

Yong Deng, Yijun Hu

Publication date: 8 July 2022

Full work available at URL: http://aps.ecnu.edu.cn/EN/abstract/abstract9446.shtml

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zbMATH Keywords

multivariate risk measurescomonotonicityscenario analysisquasiconvex risk statistics

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Risk models (general) (91B05)

Cited In (1)

• Set-valued risk statistics with scenario analysis

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