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A note on convex risk statistic - MaRDI portal

A note on convex risk statistic (Q1939712)

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scientific article; zbMATH DE number 6141241
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English
A note on convex risk statistic
scientific article; zbMATH DE number 6141241

    Statements

    title
    A note on convex risk statistic (English)
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    author
    Xinli Suo
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    Dejian Tian
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    publication date
    5 March 2013
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    zbMATH Keywords
    risk statistics
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    data-based risk measures
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    comonotonic subadditivity
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    comonotonic convexity
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    Identifiers

    zbMATH DE Number
    6141241
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    OpenAlex ID
    W2068656816
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