A note on convex risk statistic (Q1939712)
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scientific article; zbMATH DE number 6141241
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on convex risk statistic |
scientific article; zbMATH DE number 6141241 |
Statements
A note on convex risk statistic (English)
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5 March 2013
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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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