On Approximating Law-Invariant Comonotonic Coherent Risk Measures

Publisher: Cambridge University Press

E-ISSN: 1783-1350|42|1|343-353

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.42, Iss.1, 2012-05, pp. : 343-353

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract