Characterization of comonotonicity using convex order (Q2518543): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.08.002 / rank
 
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Property / cites work: The concept of comonotonicity in actuarial science and finance: theory. / rank
 
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Property / cites work: The concept of comonotonicity in actuarial science and finance: applications. / rank
 
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Property / cites work: A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum / rank
 
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Property / cites work: An introduction to copulas. / rank
 
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Latest revision as of 23:07, 28 June 2024

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Characterization of comonotonicity using convex order
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    Characterization of comonotonicity using convex order (English)
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    16 January 2009
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    comonotonicity
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    convex order
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    Fréchet upper bound
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