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Risk Measures and Comonotonicity: A Review - MaRDI portal

Risk Measures and Comonotonicity: A Review (Q3424141)

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scientific article
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Risk Measures and Comonotonicity: A Review
scientific article

    Statements

    title
    Risk Measures and Comonotonicity: A Review (English)
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    author
    Jan Dhaene
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    Steven Vanduffel
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    Marc J. Goovaerts
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    Rob Kaas
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    David Vyncke
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    Qi-he Tang
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    publication date
    15 February 2007
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    zbMATH Keywords
    comonotonicity
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    distortion
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    lognormal
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    risk measurer
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    theory of choice under risk
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    Identifiers

    zbMATH DE Number
    5127471
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    OpenAlex ID
    W3124675969
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