Conditional comonotonicity (Q1770205)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Conditional comonotonicity |
scientific article |
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Conditional comonotonicity (English)
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11 April 2005
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This paper investigates a generalization of the notion of comonotonicity by introducing and exploring the concept of conditional comonotonicity. The authors characterize this notion and show by examples that conditional comonotonicity is the natural extension of comonotonicity to dynamic settings.
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conditional comonotonicity
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dynamic settings
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