Applications of conditional comonotonicity to some optimization problems

DOI10.1016/j.insmatheco.2009.04.003zbMath1231.91159OpenAlexW2045529815MaRDI QIDQ659099

Ka Chun Cheung

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.04.003

zbMATH Keywords

best approximationconditional comonotonicitypolicy limits

Mathematics Subject Classification ID

Related Items (2)

Comonotonicity and low volatility effect ⋮ Borch's theorem from the perspective of comonotonicity

Cites Work

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