scientific article; zbMATH DE number 5274700

zbMath1142.62316MaRDI QIDQ5386488

Ludger Uckelmann, Ludger Rüschendorf

Publication date: 14 May 2008

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15) Monte Carlo methods (65C05) Characterization and structure theory of statistical distributions (62E10)

Related Items (19)

Advances in Complete Mixability ⋮ On multivariate countermonotonic copulas and their actuarial application ⋮ Joint Mixability ⋮ Multiprocess parallel antithetic coupling for backward and forward Markov chain Monte Carlo ⋮ A note on joint mix random vectors ⋮ General convex order on risk aggregation ⋮ An optimal transport-based characterization of convex order ⋮ Bounds for the sum of dependent risks and worst value-at-risk with monotone marginal densities ⋮ The complete mixability and convex minimization problems with monotone marginal densities ⋮ Range value-at-risk bounds for unimodal distributions under partial information ⋮ Detecting complete and joint mixability ⋮ Current open questions in complete mixability ⋮ Multivariate countermonotonicity and the minimal copulas ⋮ Extreme negative dependence and risk aggregation ⋮ Choosing joint distributions so that the variance of the sum is small ⋮ On the multidimensional extension of countermonotonicity and its applications ⋮ On minimal copulas under the concordance order ⋮ Centers of probability measures without the mean ⋮ Negative dependence concept in copulas and the marginal free herd behavior index

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