21 Heng Mui Keng Terrace
National University of Singapore (NUS) - Risk Management Institute
model uncertainty, risk aggregation, Range Value-at-Risk, Value-at-Risk, Tail Value-at-Risk, convex order
model uncertainty, extreme case, distortion risk measure, robust portfolio selection
Gaussian Copula, CAB copula, Distorted mix method, Tail Dependence.
income inequality, top incomes, Gini coefficient, weighted expected utility theory
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