Reducing risk by merging counter-monotonic risks
Ka Chun Cheung; Jan Dhaene; Ambrose Lo; Qihe Tang
| Year of publication: |
2014
|
|---|---|
| Authors: | Cheung, Ka Chun ; Dhaene, Jan ; Lo, Ambrose ; Tang, Qihe |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 54.2014, p. 58-65
|
| Subject: | Comonotonicity | Counter-monotonicity | Convex order | Tail Value-at-Risk | Risiko | Risk | Risikomaß | Risk measure | Theorie | Theory | Risikomanagement | Risk management | Risikomodell | Risk model |
| 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/10010259677