Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements (Q6635563)
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scientific article; zbMATH DE number 7941317
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements |
scientific article; zbMATH DE number 7941317 |
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Monge-Kantorovich superquantiles and expected shortfalls with applications to multivariate risk measurements (English)
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12 November 2024
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center-outward quantiles
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tails of a multivariate distribution
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convergence in distribution
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multivariate risk analysis
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