It is well known that a random vector with given marginals is comonotonic if and only if it has the largest convex sum, and that a random vector with given marginals (under an additional condition) is mutually exclusive if and only if it has the minimal convex sum. This paper provides an alternative proof of these two results using the theories of distortion risk measure and expected utility
In actuarial mathematics we are often interested in distribution of a random vector. Sometimes these...
When the dependence structure among several risks is unknown, it is common in the actuarial literatu...
International audienceThis paper explores risk-sharing and equilibrium in a general equilibrium set-...
It is well known that a random vector with given marginals is comonotonic if and only if it has the ...
It is well known that if a random vector with given marginal distributions is comonotonic, it has th...
It is well-known that if a random vector with given marginal distributions is comonotonic, it has th...
In the recent actuarial literature, several proofs have been given for the fact that if a random vec...
In the recent actuarial literature, several proofs have been given for the fact that if a random vec...
Comonotonicity provides a convenient convex upper bound for a sum of random variables with arbitrary...
In this article, we characterize comonotonicity and related dependence structures among several rand...
This paper extends a useful property of the increasing convex order to the multivariate orthant conv...
Recently, the study of negative dependence structures has aroused considerable interest amongst rese...
In the recent actuarial literature, several proofs have been given for the fact that if a random vec...
International audienceWe consider two random vectors X and Y, such that the components of X are domi...
In this contribution, the upper bounds for sums of dependent random variables X1 + X2 +···+Xn derive...
In actuarial mathematics we are often interested in distribution of a random vector. Sometimes these...
When the dependence structure among several risks is unknown, it is common in the actuarial literatu...
International audienceThis paper explores risk-sharing and equilibrium in a general equilibrium set-...
It is well known that a random vector with given marginals is comonotonic if and only if it has the ...
It is well known that if a random vector with given marginal distributions is comonotonic, it has th...
It is well-known that if a random vector with given marginal distributions is comonotonic, it has th...
In the recent actuarial literature, several proofs have been given for the fact that if a random vec...
In the recent actuarial literature, several proofs have been given for the fact that if a random vec...
Comonotonicity provides a convenient convex upper bound for a sum of random variables with arbitrary...
In this article, we characterize comonotonicity and related dependence structures among several rand...
This paper extends a useful property of the increasing convex order to the multivariate orthant conv...
Recently, the study of negative dependence structures has aroused considerable interest amongst rese...
In the recent actuarial literature, several proofs have been given for the fact that if a random vec...
International audienceWe consider two random vectors X and Y, such that the components of X are domi...
In this contribution, the upper bounds for sums of dependent random variables X1 + X2 +···+Xn derive...
In actuarial mathematics we are often interested in distribution of a random vector. Sometimes these...
When the dependence structure among several risks is unknown, it is common in the actuarial literatu...
International audienceThis paper explores risk-sharing and equilibrium in a general equilibrium set-...
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