Characterizing mutual exclusivity as the strongest negative multivariate dependence structure
Year of publication: |
2014
|
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Authors: | Cheung, Ka Chun ; Lo, Ambrose |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 180-190
|
Subject: | Mutual exclusivity | Fréchet bounds | Counter-monotonicity | Convex order | Complete mixability |
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