Author:
Cheung Ka Chun,Dhaene Jan,Kukush Alexander,Linders Daniël
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Reference17 articles.
1. On the distance between convex-ordered random variables, with applications
2. Characterizing a comonotonic random vector by the distribution of the sum of its components
3. Cheung, K. C. & Vanduffel, S. (2012). HYPERLINK "http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1368637" Bounds for sums of random variables when the marginals and the variance of the sum are known.Scandinavian Actuarial Journal, In Press (DOI: 10.1080/03461238.2011.558186).
4. Actuarial Theory for Dependent Risks
5. The concept of comonotonicity in actuarial science and finance: theory
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