NO.PZ2019070101000086
问题如下:
Which of the following properties of coherent risk measures means that aggregating risks does not increase overall risk?
选项:
A.
Monotonicity.
B.
Translation invariance.
C.
Subadditivity.
D.
Positive homogeneity.
解释:
C is correct.
考点:Coherent Risk Measures
解析:
次可加性意味着增加风险资产不会增加总风险。
请问这个题目和四个选项分别怎么理解