Upper comonotonicity and convex upper bounds for sums of random variables

JOURNAL ARTICLE

Year: 2010 Journal: Insurance Mathematics and Economics Vol: 47 (2)Pages: 159-166 Publisher: Elsevier BV

DOI: 10.1016/j.insmatheco.2010.05.006

Keywords:

Mathematics Regular polygon Random variable Upper and lower bounds Statistics Econometrics Combinatorics Mathematical analysis

Metrics

Cited By

2.26

FWCI (Field Weighted Citation Impact)

Refs

0.88

Citation Normalized Percentile

Is in top 1%

Is in top 10%

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