An overview of conditional comonotonicity and its applications

DOI10.3233/RDA-2011-0052MaRDI QIDQ3119600zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

convex ordercomonotonicityconditional comonotonicity

Mathematics Subject Classification ID

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

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Cited in

(4)

• Extensions of the notion of overall comonotonicity to partial comonotonicity
• An overview of comonotonicity and its applications in finance and insurance
• Characterizations of Conditional Comonotonicity
• Conditional comonotonicity

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