Multivariate extensions of expectiles risk measures (Q515556)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate extensions of expectiles risk measures |
scientific article |
Statements
Multivariate extensions of expectiles risk measures (English)
0 references
16 March 2017
0 references
multivariate risk measures
0 references
solvency 2
0 references
risk management
0 references
risk theory
0 references
dependence modeling
0 references
capital allocation
0 references
multivariate expectiles
0 references
elicitability
0 references
coherence properties
0 references
stochastic approximation
0 references
copulas
0 references
