Upper comonotonicity and convex upper bounds for sums of random variables (Q661231)
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scientific article; zbMATH DE number 6004744
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Upper comonotonicity and convex upper bounds for sums of random variables |
scientific article; zbMATH DE number 6004744 |
Statements
Upper comonotonicity and convex upper bounds for sums of random variables (English)
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10 February 2012
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comonotonicity
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upper comonotonicity
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tail dependence
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convex order
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