Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order
Ka Chun Cheung; Ambrose Lo
| Year of publication: |
2013
|
|---|---|
| Authors: | Cheung, Ka Chun ; Lo, Ambrose |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 53.2013, 2, p. 334-342
|
| Subject: | Counter-monotonicity | Upper comonotonicity | Convex order | Tail convex order | Risk measures | Theorie | Theory | Risiko | Risk | Risikomaß | Risk measure | Messung | Measurement | Finanzmathematik | Mathematical finance |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010195921