Risk aggregation with dependence uncertainty (Q2015478)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk aggregation with dependence uncertainty |
scientific article; zbMATH DE number 6306780
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk aggregation with dependence uncertainty |
scientific article; zbMATH DE number 6306780 |
Statements
Risk aggregation with dependence uncertainty (English)
0 references
23 June 2014
0 references
dependence structure
0 references
aggregate risk
0 references
admissible risk
0 references
convex risk measures
0 references
TVaR
0 references
convex order
0 references
complete mixability
0 references
VaR bounds
0 references
0 references
0 references
0 references
0 references
