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  • Search: subject:"pairwise counter-monotonicity"
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Year of publication
Subject
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Measurement 1 Messung 1 Risiko 1 Risikomanagement 1 Risk 1 Risk management 1 Signed Choquet integrals 1 Theorie 1 Theory 1 inter-quantile difference 1 pairwise counter-monotonicity 1 risk sharing 1 variability measures 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 1
Author
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Lauzier, Jean-Gabriel 1 Lin, Liyuan 1 Wang, Ruodu 1
Published in...
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Working paper / Department of Econometrics and Business Statistics, Monash University 1
Source
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ECONIS (ZBW) 1
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Risk sharing, measuring variability, and distortion riskmetrics
Lauzier, Jean-Gabriel; Lin, Liyuan; Wang, Ruodu - 2024
Persistent link: https://www.econbiz.de/10015073827
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