Recommendations
- Comonotonicity, orthant convex order and sums of random variables
- An overview of comonotonicity and its applications in finance and insurance
- Comonotonic convex upper bound and majorization
- Upper comonotonicity and convex upper bounds for sums of random variables
- The concept of comonotonicity in actuarial science and finance: theory.
Cited in
(20)- Two sufficient conditions for convex ordering on risk aggregation
- Comonotonicity and maximal stop-loss premiums
- Reducing risk by merging counter-monotonic risks
- Characterization of upper comonotonicity via tail convex order
- A note on essentially convex orders
- The concept of comonotonicity in actuarial science and finance: theory.
- An overview of comonotonicity and its applications in finance and insurance
- Convex ordering of random variables and its applications in econometrics and actuarial science
- A Simple Geometric Proof that Comonotonic Risks Have the Convex-Largest Sum
- Logic of convex order
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given
- A coupling proof of convex ordering for compound distributions
- Comonotonicity, orthant convex order and sums of random variables
- Convexity in ordered spaces
- scientific article; zbMATH DE number 3955872 (Why is no real title available?)
- Permutation monotone functions of random vectors with applications in financial and actuarial risk management
- Quantifying the error of convex order bounds for truncated first moments
- Convexity in ordered matroids and the generalized external order
- Improved convex upper bound via conditional comonotonicity
- Some useful counterexamples regarding comonotonicity
This page was built for publication: Around convex ordering and comonotonicity
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2829782)
