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General convex order on risk aggregation - MaRDI portal

General convex order on risk aggregation (Q4575373)

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scientific article; zbMATH DE number 6903562
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English
General convex order on risk aggregation
scientific article; zbMATH DE number 6903562

    Statements

    title
    General convex order on risk aggregation (English)
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    author
    Edgars Jakobsons
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    Xiaoying Han
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    Ruodu Wang
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    publication date
    13 July 2018
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    zbMATH Keywords
    risk aggregation
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    dependence uncertainty
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    convex order
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    risk measures
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    heterogeneous models
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    joint mixability
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    cites work
    Q5654812
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    Stochastic Finance
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    Q4482931
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    Q2778807
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    Q5386488
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    Q4301147
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    Joint Mixability
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    Identifiers

    Mathematics Subject Classification ID
    91B30
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    62P05
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    60E05
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    zbMATH DE Number
    6903562
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    OpenAlex ID
    W1981248254
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