Characterizing a comonotonic random vector by the distribution of the sum of its components
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Publication:661224
DOI10.1016/j.insmatheco.2010.06.004zbMath1231.91160MaRDI QIDQ661224
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.06.004
60E15: Inequalities; stochastic orderings
62E10: Characterization and structure theory of statistical distributions
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