Stochastic orders and distortion risk contribution ratio measures (Q6607487)
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scientific article; zbMATH DE number 7915301
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic orders and distortion risk contribution ratio measures |
scientific article; zbMATH DE number 7915301 |
Statements
Stochastic orders and distortion risk contribution ratio measures (English)
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18 September 2024
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risk contribution
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ratio measure
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systemic risk
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convex transform order
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star order
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copula
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