On approximating law-invariant comonotonic coherent risk measures | Tokyo Tech Research Repository (T2R2)

Publication Information

Title

Japanese:
English:	On approximating law-invariant comonotonic coherent risk measures

Author

Japanese:	中野張.
English:	Yumiharu Nakano.

Language

English

Journal/Book name

Japanese:
English:	Astin Bulletin

Volume, Number, Page

Vol. 42 pp. 343-353

Published date

2012

Publisher

Japanese:
English:

Conference name

Japanese:
English:

Conference site

Japanese:
English:

DOI

https://doi.org/10.2143/AST.42.1.2160746

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