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An overview of conditional comonotonicity and its applications - MaRDI portal

An overview of conditional comonotonicity and its applications (Q3119600)

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An overview of conditional comonotonicity and its applications
scientific article

    Statements

    title
    An overview of conditional comonotonicity and its applications (English)
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    author
    Ka Chun Cheung
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    publication date
    12 March 2019
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    zbMATH Keywords
    comonotonicity
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    conditional comonotonicity
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    convex order
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    Identifiers

    DOI
    10.3233/RDA-2011-0052
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    Mathematics Subject Classification ID
    62P05
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    91B30
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    91G70
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    zbMATH DE Number
    7034809
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    OpenAlex ID
    W1587720759
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