Extremal dependence concepts (Q1790300): Difference between revisions

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+.03232
@@ Property / arXiv ID: 1512.03232 / rank @@
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+Negative dependence concept in copulas and the marginal free herd behavior index
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+Risk aggregation with dependence uncertainty
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+Studying mixability with supermodular aggregating functions
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+Sampling with unequal probabilities
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+Inequalities for E k(X, Y) when the marginals are fixed
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+Characterizing a comonotonic random vector by the distribution of the sum of its components
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+Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
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+Correlations and Copulas for Decision and Risk Analysis
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+Optimal coupling of multivariate distributions and stochastic processes
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+Rearrangement Inequalities
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+The safest dependence structure among risks.
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Risk Measures and Comonotonicity: A Review
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+On the approximation of copulas via shuffles of Min
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+Sklar's theorem obtained via regularization techniques
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+Principles of Copula Theory
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+A note on generalized inverses
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+Bounds for functions of dependent risks
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+Conditioning-based metrics on the space of multivariate copulas and their interrelation with uniform and levelwise convergence and iterated function systems
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+Best-possible bounds for the distribution of a sum -- a problem of Kolmogorov
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+On a class of extremal problems in statistics
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+The geometry of optimal transportation
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+Nonparametric estimation of multivariate extreme-value copulas
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+Q3234488
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+Sampling with Unequal Probabilities without Replacement: A Review
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+Q4758141
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+Bounding stochastic dependence, joint mixability of matrices, and multidimensional bottleneck assignment problems
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+On the impact of independence of risks on stop loss premiums
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+The collected works of Wassily Hoeffding. Ed. by N. I. Fisher and P. K. Sen
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+On dependence of risks and stop-loss premiums
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+Copula theory and its applications. Proceedings of the workshop held in Warsaw, Poland, 25--26 September 2009
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+Multivariate concordance
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+Q4382161
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+Dependence Modeling with Copulas
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+A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
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+Duality theorems for marginal problems
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+Monotone dependence
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+Choosing joint distributions so that the variance of the sum is small
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+Measure-preserving transformations, copulæ and compatibility
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+Q4552656
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+A class of dependent random variables and their maxima
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+Correlation and Complete Dependence of Random Variables
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+On the multidimensional extension of countermonotonicity and its applications
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+Rearrangement inequalities involving convex functions
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+An Inequality for Rearrangements
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+What makes dependence modeling challenging? Pitfalls and ways to circumvent them
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+Estimates for the Distribution Function of a Sum of Two Random Variables When the Marginal Distributions are Fixed
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+Domains of attraction of multivariate extreme value distributions
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+Inequalities: theory of majorization and its applications
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+Existence and uniqueness of monotone measure-preserving maps
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+Convex majorization with an application to the length of critical paths
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+Copulas: Tales and facts (with discussion)
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+Q5285634
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+Monotone (nonlinear) operators in Hilbert space
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+On the monotonicity of the gradient of a convex function
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+Some remarks on the supermodular order
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+An introduction to copulas.
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+Multi-marginal optimal transport: Theory and applications
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+Computation of sharp bounds on the distribution of a function of dependent risks
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+Sharp Bounds for Sums of Dependent Risks
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+Multivariate comonotonicity
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+Detecting complete and joint mixability
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+Advances in Complete Mixability
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+Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
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+Mass transportation problems. Vol. 1: Theory. Vol. 2: Applications
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+Two New Inequalities
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+Inequalities for the expectation of ?-monotone functions
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+Sharpness of Fr�chet-bounds
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+Random variables with maximum sums
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+Solution of a statistical optimization problem by rearrangement methods
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+Comparison of multivariate risks and positive dependence
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+On the distributional transform, Sklar's theorem, and the empirical copula process
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+Mathematical Risk Analysis
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+On the \(n\)-coupling problem
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+Integral Representation Without Additivity
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+Subjective Probability and Expected Utility without Additivity
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+Multivariate extensions of Spearman's rho and related statistics
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+Operations on distribution functions not derivable from operations on random variables
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+Q4301147
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+Q3281461
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+The Existence of Probability Measures with Given Marginals
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+Inequalities for distributions with given marginals
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+Some results on shuffles of two-dimensional copulas
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+Q5563179
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+Regression with given marginals
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+Asymptotic Bounds for the Distribution of the Sum of Dependent Random Variables
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+Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
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+The complete mixability and convex minimization problems with monotone marginal densities
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+Extreme negative dependence and risk aggregation
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+Bivariate distributions with given marginals
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+Probabilistic arithmetic. I: Numerical methods for calculating convolutions and dependency bounds
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+The Dual Theory of Choice under Risk
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+Publication:1790300