JOURNAL ARTICLE

Upper comonotonicity and convex upper bounds for sums of random variables

Jing DongKa Chun CheungHailiang Yang

Year: 2010 Journal:   Insurance Mathematics and Economics Vol: 47 (2)Pages: 159-166   Publisher: Elsevier BV
Keywords:
Mathematics Regular polygon Random variable Upper and lower bounds Statistics Econometrics Combinatorics Mathematical analysis

Metrics

8
Cited By
2.26
FWCI (Field Weighted Citation Impact)
15
Refs
0.88
Citation Normalized Percentile
Is in top 1%
Is in top 10%

Citation History

Topics

Probability and Risk Models
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Risk and Portfolio Optimization
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Insurance and Financial Risk Management
Social Sciences →  Economics, Econometrics and Finance →  Economics and Econometrics

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