Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
Risk measures with comonotonic subadditivity or convexity and respecting stochastic orders
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DOI:
10.1016/j.insmatheco.2009.09.011
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发表时间:
2009-12
影响因子:
1.9
通讯作者:
Yongsheng Song;Jiaan Yan
中科院分区:
文献类型:
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作者:
Yongsheng Song;Jiaan Yan