JOURNAL ARTICLE
Improved convex upper bound via conditional comonotonicity
Year: 2007 Journal: Insurance Mathematics and Economics Vol: 42 (2)Pages: 651-655 Publisher: Elsevier BV
Keywords:
Upper and lower bounds Mathematics Regular polygon Context (archaeology) Combinatorics Sequence (biology) Random variable Convergence (economics) Statistics Economics Mathematical analysis
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8
Cited By
1.41
FWCI (Field Weighted Citation Impact)
9
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0.83
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Citation History
Topics
Risk and Portfolio Optimization
Social Sciences → Decision Sciences → Management Science and Operations Research
Probability and Risk Models
Social Sciences → Decision Sciences → Management Science and Operations Research
Multi-Criteria Decision Making
Social Sciences → Decision Sciences → Management Science and Operations Research
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