Pages that link to "Item:Q2513590"
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The following pages link to Characterizations of counter-monotonicity and upper comonotonicity by (tail) convex order (Q2513590):
Displaying 16 items.
- On multivariate countermonotonic copulas and their actuarial application (Q323616) (← links)
- Multivariate countermonotonicity and the minimal copulas (Q508035) (← links)
- Upper comonotonicity (Q659089) (← 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)
- On sums of two counter-monotonic risks (Q784393) (← links)
- Two sufficient conditions for convex ordering on risk aggregation (Q1667592) (← links)
- Reducing risk by merging counter-monotonic risks (Q2015473) (← links)
- General lower bounds on convex functionals of aggregate sums (Q2015660) (← links)
- Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661) (← links)
- Monotone tail functions: definitions, properties, and application to risk-reducing strategies (Q2161059) (← links)
- On the properties of subsethood measures (Q2215032) (← links)
- A new proof of Cheung's characterization of comonotonicity (Q2276221) (← links)
- Characterization of upper comonotonicity via tail convex order (Q2276242) (← links)
- Characterization of comonotonicity using convex order (Q2518543) (← links)
- Tail mutual exclusivity and Tail-VaR lower bounds (Q4575451) (← links)
