Risk measures and dependencies of risks

zbMath1272.62066MaRDI QIDQ367525

Grzegorz Darkiewicz, Jan Dhaene, Marc J. Goovaerts

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

risk measuresdependency measuresdistortion risk measurespremium principles

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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