Tail mutual exclusivity and Tail-VaR lower bounds (Q4575451)
From MaRDI portal
scientific article; zbMATH DE number 6903652
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail mutual exclusivity and Tail-VaR lower bounds |
scientific article; zbMATH DE number 6903652 |
Statements
Tail mutual exclusivity and Tail-VaR lower bounds (English)
0 references
13 July 2018
0 references
mutual exclusivity
0 references
stop-loss transform
0 references
tail convex order
0 references
risk measures
0 references
0 references
0 references
