Sharp Convex Bounds on the Aggregate Sums–An Alternative Proof

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 alternative...

Descripción completa

Detalles Bibliográficos
Autores principales: Chuancun Yin, Dan Zhu
Formato: Artículo
Lenguaje:English
Publicado: MDPI AG 2016-09-01
Colección:Risks
Materias:
Acceso en línea:http://www.mdpi.com/2227-9091/4/4/34

Ejemplares similares