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, respectively. Similarly, in the multidimensional case, comonotonicity can be defined using the Fréchet–Hoeffding upper bound. However, since the multidimensional...