Pages that link to "Item:Q2518543"
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The following pages link to Characterization of comonotonicity using convex order (Q2518543):
Displaying 12 items.
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224) (← links)
- Characterizing mutual exclusivity as the strongest negative multivariate dependence structure (Q743158) (← links)
- Measuring herd behavior: properties and pitfalls (Q1648669) (← links)
- A new proof of Cheung's characterization of comonotonicity (Q2276221) (← links)
- Characterization of upper comonotonicity via tail convex order (Q2276242) (← links)
- Financial interpretation of herd behavior index and its statistical estimation (Q2355272) (← links)
- On the multidimensional extension of countermonotonicity and its applications (Q2513457) (← links)
- Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (Q2513590) (← links)
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
- Aggregating Risks with Partial Dependence Information (Q5379244) (← links)
