Characterizing a comonotonic random vector by the distribution of the sum of its components-Reference-Cited by-同舟云学术

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Characterizing a comonotonic random vector by the distribution of the sum of its components

Published:2010-10 Issue:2 Volume:47 Page:130-136
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Cheung Ka Chun

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference23 articles.

1. Characterization of comonotonicity using convex order;Cheung;Insurance: Mathematics and Economics,2008

2. Upper comonotonicity;Cheung;Insurance: Mathematics and Economics,2009

3. Comonotonic convex upper bound and majorization;Cheung;Insurance: Mathematics and Economics,2010

4. Cheung, K.C., Vanduffel, S., 2010. Bounds for sums of random variables when the marginal distributions and the variance of the sum are given (submitted for publication).

5. An overview of comonotonicity and its applications in finance and insurance;Deelstra,2010

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1. Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation;Risks;2022-10-26

2. Weak comonotonicity;European Journal of Operational Research;2020-04

3. Remarks on Equality of Two Distributions under Some Partial Orders;Acta Mathematicae Applicatae Sinica, English Series;2018-03

4. Comonotonic Asset Prices in Arbitrage-Free Markets;SSRN Electronic Journal;2018

5. Weak Comonotonicity;SSRN Electronic Journal;2018

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