Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order
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Publication:2513590
DOI10.1016/J.INSMATHECO.2013.06.004zbMath1304.60025OpenAlexW2071792647MaRDI QIDQ2513590
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.06.004
Related Items (11)
On multivariate countermonotonic copulas and their actuarial application ⋮ Monotone tail functions: definitions, properties, and application to risk-reducing strategies ⋮ Two sufficient conditions for convex ordering on risk aggregation ⋮ Tail mutual exclusivity and Tail-VaR lower bounds ⋮ On the properties of subsethood measures ⋮ Multivariate countermonotonicity and the minimal copulas ⋮ Reducing risk by merging counter-monotonic risks ⋮ General lower bounds on convex functionals of aggregate sums ⋮ Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity ⋮ Characterizing mutual exclusivity as the strongest negative multivariate dependence structure ⋮ On sums of two counter-monotonic risks
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