Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (Q2513590): Difference between revisions

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+Characterization of comonotonicity using convex order
+Normal rank
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+Upper comonotonicity
@@ Property / cites work: Upper comonotonicity / rank @@
+Normal rank
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+Characterizing a comonotonic random vector by the distribution of the sum of its components
+Normal rank
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+Reducing risk by merging counter-monotonic risks
@@ Property / cites work: Reducing risk by merging counter-monotonic risks / rank @@
+Normal rank
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+The concept of comonotonicity in actuarial science and finance: theory.
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+Risk Measures and Comonotonicity: A Review
@@ Property / cites work: Risk Measures and Comonotonicity: A Review / rank @@
+Normal rank
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+Upper comonotonicity and convex upper bounds for sums of random variables
+Normal rank
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+Q5812325
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+Normal rank
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+A new proof of Cheung's characterization of comonotonicity
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+Q2778807
@@ Property / cites work: Q2778807 / rank @@
+Normal rank
@@ Property / cites work @@
+Characterization of upper comonotonicity via tail convex order
+Normal rank
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+Stochastic orders
@@ Property / cites work: Stochastic orders / rank @@
+Normal rank