Reducing risk by merging counter-monotonic risks
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 | Theorie | Theory | Risikomaß | Risk measure | Risiko | Risk | Risikomanagement | Risk management | Portfolio-Management | Portfolio selection |
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