Characterization of upper comonotonicity via tail convex order

Hee Seok Nam; Qihe Tang; Fan Yang

doi:10.1016/j.insmatheco.2011.01.003

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Characterization of upper comonotonicity via tail convex order

Hee Seok Nam Qihe Tang Fan Yang

Year: 2011 Journal: Insurance Mathematics and Economics Vol: 48 (3)Pages: 368-373 Publisher: Elsevier BV

DOI: 10.1016/j.insmatheco.2011.01.003

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Keywords:

Mathematics Regular polygon Marginal distribution Characterization (materials science) Upper and lower bounds Order (exchange) Exponential function Random variable Combinatorics Exponential family Computation Multivariate random variable Applied mathematics Mathematical analysis Statistics Economics Algorithm Finance Geometry Physics

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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

Fuzzy Systems and Optimization

Physical Sciences → Mathematics → Statistics and Probability

Characterization of upper comonotonicity via tail convex order

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