The following pages link to Upper comonotonicity (Q659089):
Displaying 16 items.
- Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224) (← links)
- Upper comonotonicity and convex upper bounds for sums of random variables (Q661231) (← links)
- Estimators based on trimmed Kendall's tau in multivariate copula models (Q1731266) (← links)
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies (Q2161059) (← links)
- Characterization of upper comonotonicity via tail convex order (Q2276242) (← links)
- Extensions of the notion of overall comonotonicity to partial comonotonicity (Q2443224) (← links)
- On the interplay between distortion, mean value and Haezendonck-Goovaerts risk measures (Q2444702) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (Q2513590) (← links)
- The use of flexible quantile-based measures in risk assessment (Q2807796) (← links)
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
- Estimation methods for expected shortfall (Q2879025) (← links)
- A note on upper-patched generators for Archimedean copulas (Q4578048) (← links)
- Ordinal sums: from triangular norms to bi- and multivariate copulas (Q6083064) (← links)
- Tail behavior of discounted portfolio loss under upper tail comonotonicity (Q6189846) (← links)
