Upper comonotonicity and convex upper bounds for sums of random variables (Q661231): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2010.05.006
+Normal rank
@@ Property / OpenAlex ID @@
+W2016762910
@@ Property / OpenAlex ID: W2016762910 / rank @@
+Normal rank
@@ Property / cites work @@
+Improved convex upper bound via conditional comonotonicity
+Normal rank
@@ Property / cites work @@
+Upper comonotonicity
@@ Property / cites work: Upper comonotonicity / rank @@
+Normal rank
@@ Property / cites work @@
+An Overview of Comonotonicity and Its Applications in Finance and Insurance
+Normal rank
@@ Property / cites work @@
+On the dependency of risks in the individual life model
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
+Normal rank
@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: applications.
+Normal rank
@@ Property / cites work @@
+A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
+Normal rank
@@ Property / cites work @@
+Q3523756
@@ Property / cites work: Q3523756 / rank @@
+Normal rank
@@ Property / cites work @@
+Stop-loss order for portfolios of dependent risks
@@ Property / cites work: Stop-loss order for portfolios of dependent risks / rank @@
+Normal rank
@@ Property / cites work @@
+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank