On multivariate extensions of Conditional-Tail-Expectation
Areski Cousin; Elena Di Bernardino
| Year of publication: |
2014
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|---|---|
| Authors: | Cousin, Areski ; Di Bernardino, Elena |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 272-282
|
| Subject: | Multivariate risk measures | Level sets of distribution functions | Multivariate probability integral transformation | Stochastic orders | Copulas and dependence | Wahrscheinlichkeitsrechnung | Probability theory | Multivariate Analyse | Multivariate analysis | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Risiko | Risk |
| 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/10010366166