Theory and applications of tail comonotonicity


Grant Data
Project Title
Theory and applications of tail comonotonicity
Principal Investigator
Dr Cheung, Ka Chun   (Principal investigator)
Duration
42
Start Date
2013-09-01
Completion Date
2017-02-28
Amount
625350
Conference Title
Presentation Title
Keywords
tail comonotonicity, risk measures, dependence structures, stochastic
Discipline
Probability & Statistics,Others - Mathematics
Panel
Physical Sciences (P)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 701213P
Grant Type
General Research Fund (GRF)
Funding Year
2013/2014
Status
On-going