Risk measures with comonotonic subadditivity or convexity on product spaces
Crossref DOI link: https://doi.org/10.1007/s11766-015-3294-7
Published Online: 2015-12-15
Published Print: 2015-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wei, Lin-xiao
Ma, Yue
Hu, Yi-jun
Text and Data Mining valid from 2015-12-01
