Theory and applications of tail comonotonicity

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Grant Data
Project Title
Theory and applications of tail comonotonicity
Principal Investigator
Professor Cheung, Ka Chun   (Principal Investigator (PI))
Duration
42
Start Date
2013-09-01
Amount
625350
Conference Title
Theory and applications of tail comonotonicity
Presentation Title
Keywords
dependence structures, risk measures, stochastic, tail comonotonicity
Discipline
Probability & Statistics,Others - Mathematics
Panel
Physical Sciences (P)
HKU Project Code
HKU 701213P
Grant Type
General Research Fund (GRF)
Funding Year
2013
Status
Completed