Bounds for quantile-based measures of dependent risks' functions.

被引：0
|
作者：
Goncalves, Marcelo
Kolev, Nikolai
Fabris, Antonio Elias
机构：
来源：
INSURANCE MATHEMATICS & ECONOMICS | 2006年 / 39卷 / 03期
关键词：
distortion; VaR;
D O I：
暂无
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
引用
收藏
页码：413 / 413
页数：1
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