The following pages link to Multivariate comonotonicity (Q1041082):
Displaying 29 items.
- An algorithm to approximate the optimal expected inner product of two vectors with given marginals (Q136014) (← links)
- Comparison of increasing directionally convex transformations of random vectors with a common copula (Q414603) (← links)
- Dual theory of choice with multivariate risks (Q435913) (← links)
- On the approximation of copulas via shuffles of Min (Q451150) (← links)
- Detecting complete and joint mixability (Q484862) (← links)
- On optimal allocation of risk vectors (Q661232) (← links)
- Pareto efficiency for the concave order and multivariate comonotonicity (Q665460) (← links)
- On multivariate extensions of conditional-tail-expectation (Q743166) (← links)
- Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables (Q830101) (← links)
- Lift expectations of random sets (Q1726775) (← links)
- Worst case portfolio vectors and diversification effects (Q1761436) (← links)
- Extremal dependence concepts (Q1790300) (← links)
- A framework for measuring association of random vectors via collapsed random variables (Q2001082) (← links)
- Optimal monotone signals in Bayesian persuasion mechanisms (Q2074049) (← links)
- Optimal transport with some directed distances (Q2117952) (← links)
- On the properties of subsethood measures (Q2215032) (← links)
- Weak comonotonicity (Q2282525) (← links)
- On multivariate extensions of the conditional value-at-risk measure (Q2347091) (← links)
- Four theorems and a financial crisis (Q2353915) (← links)
- Efficient portfolios in financial markets with proportional transaction costs (Q2392017) (← links)
- Vector quantile regression beyond the specified case (Q2404414) (← links)
- A remark on the optimal transport between two probability measures sharing the same copula (Q2444387) (← links)
- Vector copulas (Q2697978) (← links)
- Local Utility and Multivariate Risk Aversion (Q2806814) (← links)
- Law invariant risk measures on <i>L</i> <sup>∞</sup> (ℝ<sup> <i>d</i> </sup>)<i /> (Q3104431) (← links)
- UNIVERSALLY MARKETABLE INSURANCE UNDER MULTIVARIATE MIXTURES (Q5157770) (← links)
- From reflected Lévy processes to stochastically monotone Markov processes via generalized inverses and supermodularity (Q5880986) (← links)
- Random dual expected utility (Q6107358) (← links)
- Measuring linear correlation between random vectors (Q6195215) (← links)
