Risk aggregation under dependence uncertainty and an order constraint
Yuyu Chen, Liyuan Lin, Ruodu Wang
| Year of publication: |
2022
|
|---|---|
| Authors: | Chen, Yuyu ; Lin, Liyuan ; Wang, Ruodu |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 102.2022, p. 169-187
|
| Subject: | Concave order | Directional lower coupling | Risk aggregation | Risk measures | Value-at-Risk | Risiko | Risk | Risikomaß | Risk measure | Theorie | Theory | Risikomanagement | Risk management | Aggregation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2021.10.006 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013271969