JOURNAL ARTICLE
Talk on multivariate comonotonicity and risk measures, JDS in Brussels
Abstract
Today is the last day of the Journées de Statistique, in Brussels, http://jds2012.ulb.ac.be/. Alfred gave a survey on "Multivariate comonotonicity, stochastic orders and risk measures" in plenary session, this morning (as invited speaker). I have uploaded the slides.
Keywords:
Multivariate statistics Multivariate analysis Session (web analytics) Statistics Computer science Mathematics
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Topics
Advanced Statistical Methods and Models
Physical Sciences → Mathematics → Statistics and Probability
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