Details
| Originalsprache | Englisch |
|---|---|
| Fachzeitschrift | Dependence Modeling |
| Publikationsstatus | Veröffentlicht - 2013 |
Zitieren
- Standard
- Harvard
- Apa
- Vancouver
- BibTex
- RIS
Are law-invariant risk functions concave on distributions? / Acciaio, B.; Svindland, G.
in: Dependence Modeling, 2013.
in: Dependence Modeling, 2013.
Publikation: Beitrag in Fachzeitschrift › Artikel › Forschung › Peer-Review
Acciaio, B & Svindland, G 2013, 'Are law-invariant risk functions concave on distributions?', Dependence Modeling. https://doi.org/10.2478/demo-2013-0003
Acciaio, B., & Svindland, G. (2013). Are law-invariant risk functions concave on distributions? Dependence Modeling. https://doi.org/10.2478/demo-2013-0003
Acciaio B, Svindland G. Are law-invariant risk functions concave on distributions? Dependence Modeling. 2013. doi: 10.2478/demo-2013-0003
Download
@article{c10a67c3ed2343d5a097e53ae929bc2e,
title = "Are law-invariant risk functions concave on distributions?",
author = "B. Acciaio and G. Svindland",
note = "Funding information: The authors thank two anonymous referees for helpful comments. The first author acknowledges the Vienna Science and Technology Fund (WWTF) under Grant MA09-003.",
year = "2013",
doi = "10.2478/demo-2013-0003",
language = "English",
}
Download
TY - JOUR
T1 - Are law-invariant risk functions concave on distributions?
AU - Acciaio, B.
AU - Svindland, G.
N1 - Funding information: The authors thank two anonymous referees for helpful comments. The first author acknowledges the Vienna Science and Technology Fund (WWTF) under Grant MA09-003.
PY - 2013
Y1 - 2013
UR - http://www.scopus.com/inward/record.url?eid=2-s2.0-85043998460&partnerID=MN8TOARS
U2 - 10.2478/demo-2013-0003
DO - 10.2478/demo-2013-0003
M3 - Article
JO - Dependence Modeling
JF - Dependence Modeling
SN - 2300-2298
ER -