Upper comonotonicity and convex upper bounds for sums of random variables (Q661231): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:54, 5 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
10 February 2012
0 references
comonotonicity
0 references
upper comonotonicity
0 references
tail dependence
0 references
convex order
0 references
