Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizing a comonotonic random vector by the distribution of the sum of its components |
scientific article |
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Characterizing a comonotonic random vector by the distribution of the sum of its components (English)
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10 February 2012
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convex order
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stop-loss order
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comonotonicity
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distortion risk measure
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distortion function
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