Characterizing a comonotonic random vector by the distribution of the sum of its components (Q661224)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Characterizing a comonotonic random vector by the distribution of the sum of its components |
scientific article; zbMATH DE number 6004740
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizing a comonotonic random vector by the distribution of the sum of its components |
scientific article; zbMATH DE number 6004740 |
Statements
Characterizing a comonotonic random vector by the distribution of the sum of its components (English)
0 references
10 February 2012
0 references
convex order
0 references
stop-loss order
0 references
comonotonicity
0 references
distortion risk measure
0 references
distortion function
0 references
0 references
