Quasiconvex risk statistics with scenario analysis
Dejian Tian; Long Jiang
| Year of publication: |
2015
|
|---|---|
| Authors: | Tian, Dejian ; Jiang, Long |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 9.2015, 2, p. 111-121
|
| Subject: | Quasiconvex risk statistics | Empirical-law-invariance | Scenario analysis | Comonotonic quasiconvexity | Szenariotechnik | Theorie | Theory | Risiko | Risk |
| 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://ebvufind01.dmz1.zbw.eu/10011349462