Comonotonic Measures of Multivariate Risks
Author(s) -
Ivar Ekeland,
Alfred Galichon,
Marc Henry
Publication year - 2009
Publication title -
ssrn electronic journal
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.1115729
Subject(s) - multivariate statistics , multivariate analysis , econometrics , mathematics , statistics , computer science
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