Applications of conditional comonotonicity to some optimization problems (Q659099): Difference between revisions

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+Almost everywhere convergence of prediction sequence in L p (1 &lt; p &lt; ?)
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+Characterizations of Conditional Comonotonicity
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+Optimal allocation of policy limits and deductibles
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+Improved convex upper bound via conditional comonotonicity
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+Non-additive measure and integral
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+Normal rank
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+The concept of comonotonicity in actuarial science and finance: theory.
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+The concept of comonotonicity in actuarial science and finance: applications.
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+Stochastic finance. An introduction in discrete time
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+Stochastic orders of scalar products with applications
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+Worst allocations of policy limits and deductibles
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+Conditional comonotonicity
@@ Property / cites work: Conditional comonotonicity / rank @@
+Normal rank
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+A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
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+Q4002114
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+Normal rank
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+Worst VaR scenarios: A remark
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+Normal rank
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+An optimization approach to the dynamic allocation of economic capital
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+Isotonic approximation in \(L_{1}\)
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+Q2778807
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+Normal rank
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+Q4274536
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+Normal rank
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+Integral Representation Without Additivity
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+Normal rank
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+Best approximants in L 1 space
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+Normal rank
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+The Dual Theory of Choice under Risk
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+Optimal allocation of policy limits and deductibles under distortion risk measures
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