Applications of conditional comonotonicity to some optimization problems
Year of publication: |
2009
|
---|---|
Authors: | Cheung, Ka Chun |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 45.2009, 1, p. 89-93
|
Saved in:
Saved in favorites
Similar items by person
-
Tail Mutual Exclusivity and Tail-Var Lower Bounds
Cheung, Ka Chun, (2015)
-
Characterizing a comonotonic random vector by the distribution of the sum of its components
Cheung, Ka Chun, (2010)
-
Comonotonic convex upper bound and majorization
Cheung, Ka Chun, (2010)
- More ...