On multivariate extensions of conditional-tail-expectation (Q743166)
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scientific article; zbMATH DE number 6347065
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On multivariate extensions of conditional-tail-expectation |
scientific article; zbMATH DE number 6347065 |
Statements
On multivariate extensions of conditional-tail-expectation (English)
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22 September 2014
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multivariate risk measures
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level sets of distribution functions
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multivariate probability integral transformation
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stochastic orders
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copulas and dependence
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