Measure on the sum of upper comonotonic random variables (Q2858495)
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scientific article; zbMATH DE number 6229683
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measure on the sum of upper comonotonic random variables |
scientific article; zbMATH DE number 6229683 |
Statements
19 November 2013
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upper comonotonicity
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stop-loss premium
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Haezendonck-Goovaerts risk measure
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tail convex order
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Pareto distribution
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Measure on the sum of upper comonotonic random variables (English)
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