Multivariate comonotonicity (Q1041082)

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Multivariate comonotonicity
scientific article

    Statements

    title
    Multivariate comonotonicity (English)
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    author
    Giovanni Puccetti
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    Marco Scarsini
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    publication date
    27 November 2009
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    zbMATH Keywords
    cyclical monotonicity
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    rearrangements
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    optimal coupling
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    copulas
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    supermodular functions
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    cites work
    Q5618987
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    Q5706744
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    Q5810228
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    Q3281461
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    Q3336431
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    Q4027715
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    Q3973516
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    Comonotonic processes
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    Q5638112
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    Q5812325
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    Q3234921
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    Probability Metrics
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    Q4805362
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    Q5665783
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    Q4856135
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    Q5441008
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    Identifiers

    zbMATH DE Number
    5639720
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    OpenAlex ID
    W2912721996
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