Characterizations of Conditional Comonotonicity (Q5440634): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1239/jap/1189717532
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+W1963541556
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@@ Property / cites work @@
+Improved convex upper bound via conditional comonotonicity
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+Q5181909
@@ Property / cites work: Q5181909 / rank @@
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+Q3957682
@@ Property / cites work: Q3957682 / rank @@
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+The concept of comonotonicity in actuarial science and finance: theory.
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@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
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@@ Property / cites work @@
+Existence of Conditional Probabilities.
@@ Property / cites work: Existence of Conditional Probabilities. / rank @@
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@@ Property / cites work @@
+Conditional comonotonicity
@@ Property / cites work: Conditional comonotonicity / rank @@
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@@ Property / cites work @@
+Upper and lower bounds for sums of random variables
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@@ Property / cites work @@
+A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
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+Q2774021
@@ Property / cites work: Q2774021 / rank @@
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+Integral Representation Without Additivity
@@ Property / cites work: Integral Representation Without Additivity / rank @@
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@@ Property / cites work @@
+The Dual Theory of Choice under Risk
@@ Property / cites work: The Dual Theory of Choice under Risk / rank @@
+Normal rank