Weak comonotonicity-Reference-Cited by-同舟云学术

Weak comonotonicity

Published:2020-04 Issue:1 Volume:282 Page:386-397
ISSN:0377-2217
Container-title:European Journal of Operational Research
language:en
Short-container-title:European Journal of Operational Research

Author:

Wang Ruodu,Zitikis Ričardas^ORCID

Funder

Natural Sciences and Engineering Research Council (NSERC) of Canada

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference39 articles.

1. Box, G. E. P., Jenkins, G. M., Reinsel, G. C., & Ljung, G. M. (2015). Time series analysis: Forecasting and control. (Fifth edition.)Wiley, New York.

2. Pareto efficiency for the concave order and multivariate comonotonicity;Carlier;Journal of Economic Theory,2012

3. Characterizing a comonotonic random vector by the distribution of the sum of its components;Cheung;Insurance: Mathematics and Economics,2010

4. Non-additive measure and integral;Denneberg,1994

5. On convex principles of premium calculation;Deprez;Insurance: Mathematics and Economics,1985

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