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...
| Autores principales: | , |
|---|---|
| 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 |