Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (Q659171)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders |
scientific article; zbMATH DE number 6004662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders |
scientific article; zbMATH DE number 6004662 |
Statements
Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders (English)
0 references
10 February 2012
0 references
Choquet integral
0 references
(concave) distortion
0 references
risk measure
0 references
stochastic orders
0 references
coherent
0 references
