JOURNAL ARTICLE

Comonotonicity, orthant convex order and sums of random variables

Mhamed MesfiouiMichel Denuit

Year: 2014 Journal:   Statistics & Probability Letters Vol: 96 Pages: 356-364   Publisher: Elsevier BV
Keywords:
Mathematics Orthant Regular polygon Order (exchange) Random variable Applied mathematics Stochastic ordering Combinatorics Statistics Geometry

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0.70
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Citation History

Topics

Probability and Risk Models
Social Sciences →  Decision Sciences →  Management Science and Operations Research
Statistical Distribution Estimation and Applications
Physical Sciences →  Mathematics →  Statistics and Probability
Risk and Portfolio Optimization
Social Sciences →  Decision Sciences →  Management Science and Operations Research

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