Characterization of comonotonicity using convex order (Q2518543): Difference between revisions
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| Property / DOI: 10.1016/j.insmatheco.2008.08.002 / rank | |||
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| Property / cites work: The concept of comonotonicity in actuarial science and finance: theory. / rank | |||
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| Property / cites work: The concept of comonotonicity in actuarial science and finance: applications. / rank | |||
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| Property / cites work: Q4382161 / rank | |||
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| Property / cites work: A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum / rank | |||
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| Property / cites work: An introduction to copulas. / rank | |||
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| Property / DOI: 10.1016/J.INSMATHECO.2008.08.002 / rank | |||
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Latest revision as of 04:27, 19 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of comonotonicity using convex order |
scientific article |
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Characterization of comonotonicity using convex order (English)
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16 January 2009
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comonotonicity
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convex order
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Fréchet upper bound
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