Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
From MaRDI portal
Recommendations
Cites work
- Advances in complete mixability
- An introduction to copulas.
- An overview of comonotonicity and its applications in finance and insurance
- Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities
- Characterization of comonotonicity using convex order
- Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order
- Characterizing a comonotonic random vector by the distribution of the sum of its components
- General lower bounds on convex functionals of aggregate sums
- 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?)
- Reducing risk by merging counter-monotonic risks
- Stochastic orders
- The complete mixability and convex minimization problems with monotone marginal densities
- The concept of comonotonicity in actuarial science and finance: theory.
- The safest dependence structure among risks.
Cited in
(21)- Two sufficient conditions for convex ordering on risk aggregation
- Extremal dependence concepts
- General lower bounds on convex functionals of aggregate sums
- On minimal copulas under the concordance order
- Negative dependence concept in copulas and the marginal free herd behavior index
- On the multidimensional extension of countermonotonicity and its applications
- Joint Mixability
- On multivariate countermonotonic copulas and their actuarial application
- Tail mutual exclusivity and Tail-VaR lower bounds
- Detecting complete and joint mixability
- Current open questions in complete mixability
- Multivariate countermonotonicity and the minimal copulas
- Aggregating risks with partial dependence information
- Value-at-Risk, Tail Value-at-Risk and upper tail transform of the sum of two counter-monotonic random variables
- Pairwise counter-monotonicity
- High dimensional Bernoulli distributions: algebraic representation and applications
- Egalitarian pooling and sharing of longevity risk a.k.a. \textit{can an administrator help skin the tontine cat?}
- On convex order and supermodular order without finite mean
- Counter-monotonic risk sharing with heterogeneous distortion risk measures
- Negative dependence in knockout tournaments
- On sums of two counter-monotonic risks
This page was built for publication: Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q743158)
