A simple extension of comonotonicity: from independence to comonotonicity (Q4980431)
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scientific article; zbMATH DE number 6311272
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| English | A simple extension of comonotonicity: from independence to comonotonicity |
scientific article; zbMATH DE number 6311272 |
Statements
30 June 2014
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comonotonicity
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distributional representation
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ordinal sums
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stochastic simulation
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0.9369134902954102
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0.8249337077140808
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0.8076680302619934
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0.8007373213768005
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0.7969091534614563
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