A multivariate dependence measure for aggregating risks (Q2252393): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.cam.2013.12.010
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+W3124264160
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@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
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+Q3940670
@@ Property / cites work: Q3940670 / rank @@
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+Multidimensional dependency measures
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+Multivariate measures of concordance
@@ Property / cites work: Multivariate measures of concordance / rank @@
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+A multivariate version of Gini's rank association coefficient
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+Multivariate extensions of Spearman's rho and related statistics
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+Measuring Comonotonicity in M-Dimensional Vectors
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+Some Concepts of Dependence
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+Some remarks on the supermodular order
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+Independence via uncorrelatedness under certain dependence structures
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+The concept of comonotonicity in actuarial science and finance: applications.
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