Lee, Woojoo; Ahn, Jae Youn - In: Insurance: Mathematics and Economics 56 (2014) C, pp. 68-79
In a 2-dimensional space, Fréchet–Hoeffding upper and lower bounds define comonotonicity and countermonotonicity … extension of countermonotonicity in multidimensions. This paper investigates in depth a new multidimensional extension of … countermonotonicity. We first provide an equivalent condition for countermonotonicity in 2-dimension, and extend the definition of …