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"Risk Concentration Based on the Tail Distortion Risk Measure under ..."

Wenhua Lv, Liheng Sang, Guangjun Shen (2016)

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DOI: 10.1109/IIKI.2016.98

access: closed

type: Conference or Workshop Paper

metadata version: 2023-03-24

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  dblp key:
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  - https://dblp.org/rec/conf/iiki/LvSS16
Wenhua Lv, Liheng Sang, Guangjun Shen:
Risk Concentration Based on the Tail Distortion Risk Measure under Generalized FGM Copula. IIKI 2016: 567-572

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