Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (Q2513590)
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English | Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order |
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Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (English)
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28 January 2015
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counter-monotonicity
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upper comonotonicity
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convex order
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tail convex order
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risk measures
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