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

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