Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2010.06.004
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+W2060020427
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@@ Property / cites work @@
+Characterization of comonotonicity using convex order
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@@ Property / cites work @@
+Upper comonotonicity
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+Comonotonic convex upper bound and majorization
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+Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
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+An Overview of Comonotonicity and Its Applications in Finance and Insurance
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+Non-additive measure and integral
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+Risk measurement with equivalent utility principles
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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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+Correlation order, merging and diversification
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+Risk Measures and Comonotonicity: A Review
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+Publication:661224