Stochastic orders and co-risk measures under positive dependence (Q1697224)
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scientific article; zbMATH DE number 6839371
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic orders and co-risk measures under positive dependence |
scientific article; zbMATH DE number 6839371 |
Statements
Stochastic orders and co-risk measures under positive dependence (English)
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15 February 2018
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co-risk measures
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stochastic orderings
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CoVaR
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CoES
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risk contribution
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dispersive order
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increasing convex order
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excess wealth order
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