Characterization of upper comonotonicity via tail convex order (Q2276242): Difference between revisions

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+Optimal portfolios with Haezendonck risk measures
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+Normal rank
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+Characterization of comonotonicity using convex order
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+Upper comonotonicity
@@ Property / cites work: Upper comonotonicity / rank @@
+Normal rank
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+Characterizing a comonotonic random vector by the distribution of the sum of its components
+Normal rank
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+Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
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+An Overview of Comonotonicity and Its Applications in Finance and Insurance
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+The concept of comonotonicity in actuarial science and finance: theory.
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+The concept of comonotonicity in actuarial science and finance: applications.
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+Risk Measures and Comonotonicity: A Review
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+Upper comonotonicity and convex upper bounds for sums of random variables
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+Some new classes of consistent risk measures
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+Normal rank
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+A new premium calculation principle based on Orlicz norms
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+A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
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+A new proof of Cheung's characterization of comonotonicity
+Normal rank