The following pages link to Comonotonic processes (Q1413395):
Displaying 8 items.
- Co-monotonicity of optimal investments and the design of structured financial products (Q483696) (← links)
- Pareto efficiency for the concave order and multivariate comonotonicity (Q665460) (← links)
- Multivariate comonotonicity (Q1041082) (← links)
- Comonotonicity for sets of probabilities (Q1697821) (← links)
- Pareto optimal allocations and dynamic programming (Q2267303) (← links)
- Efficient allocations under law-invariance: a unifying approach (Q2338653) (← links)
- A new characterization of distortion premiums via countable additivity for comonotonic risks (Q2492177) (← links)
- Nonlinear bivariate comovements of asset prices: methodology, tests and applications (Q2655305) (← links)
