An overview of conditional comonotonicity and its applications
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Publication:3119600
DOI10.3233/RDA-2011-0052zbMath1409.62210OpenAlexW1587720759MaRDI QIDQ3119600
Publication date: 12 March 2019
Published in: Risk and Decision Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3233/rda-2011-0052
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)