On sums of two counter-monotonic risks
Year of publication: |
2020
|
---|---|
Authors: | Chaoubi, Ihsan ; Cossette, Hélène ; Gadoury, Simon-Pierre ; Marceau, Etienne |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 92.2020, p. 47-60
|
Subject: | Counter-monotonicity | Diversification benefit | Extreme negative dependence | Risk measures | Subexponential distributions | Risikomaß | Risk measure | Risiko | Risk | Portfolio-Management | Portfolio selection | Messung | Measurement | Statistische Verteilung | Statistical distribution | Tourismusregion | Tourism destination | Kapitaleinkommen | Capital income | Risikomanagement | Risk management | Diversifikation | Diversification | Wahrscheinlichkeitsrechnung | Probability theory |
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