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Bounds for distorted risk measures - MaRDI portal

Bounds for distorted risk measures (Q2915315)

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scientific article; zbMATH DE number 6083083
Language Label Description Also known as
English
Bounds for distorted risk measures
scientific article; zbMATH DE number 6083083

    Statements

    author
    Marcelo Goncalves
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    Nikolai Kolev
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    Antonio Fabris
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    publication date
    16 September 2012
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    zbMATH Keywords
    algorithm
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    copulas
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    title
    Bounds for distorted risk measures (English)
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    Identifiers

    DOI
    10.1515/EQC.2008.243
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    Mathematics Subject Classification ID
    62P05
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    62H05
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    65C60
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    zbMATH DE Number
    6083083
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