Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures

Subscribe to email list

Please select the email list(s) to which you wish to subscribe.

User menu

You are here

  1. Department of Statistics
  2. Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures

Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures

TitleTail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures
Publication TypeJournal Article
AuthorsHua, L, Joe, H