On optimal allocation of risk vectors (Q661232)
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: On optimal allocation of risk vectors |
scientific article; zbMATH DE number 6004745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On optimal allocation of risk vectors |
scientific article; zbMATH DE number 6004745 |
Statements
On optimal allocation of risk vectors (English)
0 references
10 February 2012
0 references
optimal risk allocations
0 references
worst case portfolio
0 references
comonotonicity
0 references
0 references
0 references
