Tail Conditional Expectation for vector-valued Risks
Year of publication: |
2006-04
|
---|---|
Authors: | Bentahar, Imen |
Institutions: | Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät |
Subject: | Risk measures | vector-valued risk measures | coherent risk-measures | quantiles | tail-conditional-expectation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number SFB649DP2006-029 34 pages |
Classification: | C60 - Mathematical Methods and Programming. General ; G13 - Contingent Pricing; Futures Pricing |
Source: |
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