Yin, Chuancun; Zhu, Dan - In: Risks : open access journal 4 (2016) 4, pp. 1-8
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...
