Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
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- scientific article; zbMATH DE number 1713116 (Why is no real title available?)
- scientific article; zbMATH DE number 5321684 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
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- Characterizing a comonotonic random vector by the distribution of the sum of its components
- General lower bounds on convex functionals of aggregate sums
- Reducing risk by merging counter-monotonic risks
- Stochastic orders
- The complete mixability and convex minimization problems with monotone marginal densities
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- The safest dependence structure among risks.
Cited in
(18)- Negative dependence concept in copulas and the marginal free herd behavior index
- Current open questions in complete mixability
- General lower bounds on convex functionals of aggregate sums
- On sums of two counter-monotonic risks
- On the multidimensional extension of countermonotonicity and its applications
- High dimensional Bernoulli distributions: algebraic representation and applications
- Tail mutual exclusivity and Tail-VaR lower bounds
- Joint Mixability
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
- Two sufficient conditions for convex ordering on risk aggregation
- On minimal copulas under the concordance order
- Aggregating risks with partial dependence information
- Pairwise counter-monotonicity
- On multivariate countermonotonic copulas and their actuarial application
- Extremal dependence concepts
- Detecting complete and joint mixability
- Multivariate countermonotonicity and the minimal copulas
- Egalitarian pooling and sharing of longevity risk a.k.a. \textit{can an administrator help skin the tontine cat?}
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