Upper comonotonicity
type: Item
instance of: scholarly article
title: Upper comonotonicity
zbMATH Open document ID: 1231.91158
author: K. C. Cheung
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60E05
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 6004615
zbMATH Keywords: comonotonicity
zbMATH Keywords: upper comonotonicity
zbMATH Keywords: risk measure
zbMATH Keywords: copula
zbMATH Keywords: tail dependence
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.03.003
OpenAlex ID: W4245210049
cites work: The concept of comonotonicity in actuarial science and finance: theory.
cites work: The concept of comonotonicity in actuarial science and finance: applications.
cites work: Risk Measures and Comonotonicity: A Review
cites work: A Primer on Copulas for Count Data
cites work: Q4382161
cites work: An introduction to copulas.
DOI: 10.1016/J.INSMATHECO.2009.03.003
description: scientific article; zbMATH DE number 6004615