A new proof of Cheung's characterization of comonotonicity (Q2276221): Difference between revisions

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+https://doi.org/10.1016/j.insmatheco.2010.11.003
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+W2083210583
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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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+An Overview of Comonotonicity and Its Applications in Finance and Insurance
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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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+A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
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+Q3523756
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+Q2778807
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+Stochastic orders
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