Monotone tail functions: definitions, properties, and application to risk-reducing strategies (Q2161059)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotone tail functions: definitions, properties, and application to risk-reducing strategies |
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Monotone tail functions: definitions, properties, and application to risk-reducing strategies (English)
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4 August 2022
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monotone tail functions
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upper comonotonicity
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value-at-risk
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