Around convex ordering and comonotonicity
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Publication:2829782
zbMATH Open1348.62047MaRDI QIDQ2829782FDOQ2829782
Authors: Halim Zeghdoudi, Mohamed Riad Remita 
Publication date: 8 November 2016
Published in: International Journal of Applied Mathematics and Statistics (Search for Journal in Brave)
Full work available at URL: http://www.ceser.in/ceserp/index.php/ijamas/article/view/683
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Cited In (14)
- Comonotonicity and maximal stop-loss premiums
- 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
- Comonotonicity, orthant convex order and sums of random variables
- Convexity in ordered spaces
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- 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
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