Skip to main navigation
Skip to search
Skip to main content
Penn State Home
Help & FAQ
Home
Researchers
Research output
Research units
Equipment
Grants & Projects
Prizes
Activities
Search by expertise, name or affiliation
Comonotonic measures of multivariate risks
Ivar Ekeland
, Alfred Galichon
,
Marc Henry
Economics
Research output
:
Contribution to journal
›
Article
›
peer-review
54
Scopus citations
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Comonotonic measures of multivariate risks'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Multivariate Risk Measures
100%
Comonotonicity
100%
Comonotonic
100%
Coherent Risk Measures
100%
Random Vector
50%
Equivalence Properties
50%
Correlation Function
50%
Quantile Function
50%
Current Law
50%
Generalized Quantiles
50%
Subadditivity
50%
Maximal Correlation
50%
Economic Interpretation
50%
Multivariate Extension
50%
Law Invariance
50%
Optimal Transportation Problem
50%
Mathematics
Risk Measure
100%
Quantile Function
50%