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Search: subject:"level sets"
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Measurement
Multivariate risk measures
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Level sets
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Level sets of distribution functions
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Copulas and dependence
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Stochastic orders
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Hyperbolic conversion functions
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Iterated compositions
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Level sets estimation
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level sets
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bounded level sets
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merit function
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Bellini, Fabio
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Bignozzi, Valeria
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Delbaen, Freddy
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Di Bernardino, Elena
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Fernández-Ponce, J. M.
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Palacios-Rodríguez, F.
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Rodríguez-Griñolo, M. R.
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ECONIS (ZBW)
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Risk measures with the CxLS property
Delbaen, Freddy
;
Bellini, Fabio
;
Bignozzi, Valeria
; …
- In:
Finance and stochastics
20
(
2016
)
2
,
pp. 433-453
Persistent link: https://www.econbiz.de/10011471250
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2
On multivariate extensions of the conditional value-at-risk measure
Di Bernardino, Elena
;
Fernández-Ponce, J. M.
; …
- In:
Insurance / Mathematics & economics
61
(
2015
),
pp. 1-16
Persistent link: https://www.econbiz.de/10010515946
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