Characterization of upper comonotonicity via tail convex order (Q2276242)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterization of upper comonotonicity via tail convex order |
scientific article |
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Characterization of upper comonotonicity via tail convex order (English)
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1 August 2011
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comonotonicity
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upper comonotonicity
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tail convex order
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Haezendonck risk measures
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