Characterizing mutual exclusivity as the strongest negative multivariate dependence structure (Q743158): Difference between revisions

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+Characterization of comonotonicity using convex order
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+Characterizing a comonotonic random vector by the distribution of the sum of its components
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+Reducing risk by merging counter-monotonic risks
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+Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order
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+General lower bounds on convex functionals of aggregate sums
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+An Overview of Comonotonicity and Its Applications in Finance and Insurance
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+The safest dependence structure among risks.
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+The complete mixability and convex minimization problems with monotone marginal densities
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+Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
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+Publication:743158