Multivariate countermonotonicity and the minimal copulas
DOI10.1016/J.CAM.2016.12.032zbMATH Open1359.62168OpenAlexW2566058289MaRDI QIDQ508035FDOQ508035
Authors: Jae Youn Ahn, W. Lee, K. C. Cheung 
Publication date: 9 February 2017
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2016.12.032
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Cites Work
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Cited In (10)
- On the multidimensional extension of countermonotonicity and its applications
- Characterizations of copulas attaining the bounds of multivariate Kendall's tau
- On minimal copulas under the concordance order
- Trade and currency options hedging model
- High dimensional Bernoulli distributions: algebraic representation and applications
- On multivariate countermonotonic copulas and their actuarial application
- Measuring herd behavior: properties and pitfalls
- Pairwise counter-monotonicity
- On sums of two counter-monotonic risks
- Living on the edge: an unified approach to antithetic sampling
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