The limitations of comonotonic additive risk measures: a literature review

Fuente: arXiv

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Bibliographic Details
Main Authors:	Santos, Samuel Solgon, Righi, Marcelo Brutti, Horta, Eduardo de Oliveira
Format:	Preprint
Published:	2022
Subjects:	Risk Management
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2212.13864