An overview of conditional comonotonicity and its applications

DOI10.3233/RDA-2011-0052zbMATH Open1409.62210OpenAlexW1587720759MaRDI QIDQ3119600FDOQ3119600

Authors: K. C. Cheung 

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

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zbMATH Keywords

convex ordercomonotonicityconditional comonotonicity

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)

Cited In (3)

• An overview of comonotonicity and its applications in finance and insurance
• Characterizations of Conditional Comonotonicity
• Conditional comonotonicity

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