Upper comonotonicity and convex upper bounds for sums of random variables (Q661231): Difference between revisions

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
Set OpenAlex properties.
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.05.006 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2016762910 / rank
 
Normal rank

Revision as of 23:38, 19 March 2024

scientific article
Language Label Description Also known as
English
Upper comonotonicity and convex upper bounds for sums of random variables
scientific article

    Statements

    Upper comonotonicity and convex upper bounds for sums of random variables (English)
    0 references
    0 references
    0 references
    0 references
    10 February 2012
    0 references
    comonotonicity
    0 references
    upper comonotonicity
    0 references
    tail dependence
    0 references
    convex order
    0 references

    Identifiers