Conditional comonotonicity
type: Item
instance of: scholarly article
title: Conditional comonotonicity
zbMATH Open document ID: 1063.60002
author: Elyès Jouini
author: Clotilde Napp
published in: Decisions in Economics and Finance
publication date: 2005-04-11T00:00:00Z
full work available at URL: en
review text: This paper investigates a generalization of the notion of comonotonicity by introducing and exploring the concept of conditional comonotonicity. The authors characterize this notion and show by examples that conditional comonotonicity is the natural extension of comonotonicity to dynamic settings.
Mathematics Subject Classification ID: 60A10
Mathematics Subject Classification ID: 60A05
zbMATH DE Number: 2155366
zbMATH Keywords: conditional comonotonicity
zbMATH Keywords: dynamic settings
reviewed by: N. G. Gamkrelidze
MaRDI profile type: Publication
OpenAlex ID: W3190347665
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DOI: 10.1007/S10203-004-0049-Y
description: scientific article; zbMATH DE number 2155366