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Improved convex upper bound via conditional comonotonicity - MaRDI portal

Improved convex upper bound via conditional comonotonicity (Q998279)

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scientific article; zbMATH DE number 5499590
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Improved convex upper bound via conditional comonotonicity
scientific article; zbMATH DE number 5499590

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    Improved convex upper bound via conditional comonotonicity (English)
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    28 January 2009
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    comonotonicity
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    conditional comonotonicity
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    convex order
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    regular conditional distribution
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