On sums of two counter-monotonic risks (Q784393): Difference between revisions

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+Reinsurance
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+Diversification of aggregate dependent risks
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+On the Tail Behavior of Sums of Dependent Risks
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+Reducing risk by merging counter-monotonic risks
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+Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order
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+General lower bounds on convex functionals of aggregate sums
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+Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
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+A note on the computation of sharp numerical bounds for the distribution of the sum, product or ratio of dependent risks
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+Tail approximations for sums of dependent regularly varying random variables under Archimedean copula models
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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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+The herd behavior index: a new measure for the implied degree of co-movement in stock markets
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+Risk Measures and Comonotonicity: A Review
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+Q3562647
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+Multivariate extremes and the aggregation of dependent risks: examples and counter-examples
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+Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness
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+On a class of extremal problems in statistics
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+Static-arbitrage optimal subreplicating strategies for basket options
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+Static-arbitrage upper bounds for the prices of basket options
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+Dispersive ordering-some applications and examples
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+Q4382161
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+Sharp Upper and Lower Bounds for Basket Options
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+On the multidimensional extension of countermonotonicity and its applications
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+Multivariate countermonotonicity and the minimal copulas
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+Q2778807
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+Complete mixability and asymptotic equivalence of worst-possible VaR and ES estimates
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+Extremal dependence concepts
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+Stochastic orders
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+Inequalities for distributions with given marginals
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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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+Joint Mixability
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