Bounds for quantile-based risk measures of functions of dependent random variables (Q2915291)
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scientific article; zbMATH DE number 6083070
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bounds for quantile-based risk measures of functions of dependent random variables |
scientific article; zbMATH DE number 6083070 |
Statements
16 September 2012
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bounds
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distortion function
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risk measure
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stop-loss sums
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0.9492723
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0.9170636
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0.9095418
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0.9039818
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0.8974166
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0.8852758
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Bounds for quantile-based risk measures of functions of dependent random variables (English)
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