Pages that link to "Item:Q5440634"
From MaRDI portal
The following pages link to Characterizations of Conditional Comonotonicity (Q5440634):
Displaying 15 items.
- A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
- Comonotonic stochastic processes and generalized mean-square stochastic integral with applications (Q509623) (← links)
- Applications of conditional comonotonicity to some optimization problems (Q659099) (← links)
- Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224) (← links)
- Multivariate comonotonicity (Q1041082) (← links)
- Conditional comonotonicity (Q1770205) (← links)
- Borch's theorem from the perspective of comonotonicity (Q2015483) (← links)
- Comonotone lower probabilities with robust marginal distributions functions (Q2144427) (← links)
- Comonotonicity and low volatility effect (Q2241106) (← links)
- A new proof of Cheung's characterization of comonotonicity (Q2276221) (← links)
- Tail comonotonicity: properties, constructions, and asymptotic additivity of risk measures (Q2445363) (← links)
- Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (Q2868599) (← links)
- An overview of conditional comonotonicity and its applications (Q3119600) (← links)
- (Q4702073) (← links)
- Conditional quantiles: an operator-theoretical approach (Q6160983) (← links)