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Journal articles
Multivariate comonotonicity
Abstract : In this paper we consider several multivariate extensions of comonotonicity. We show that naive extensions do not enjoy some of the main properties of the univariate concept. In order to have these properties, more structures are needed than in the univariate case.
https://hal-hec.archives-ouvertes.fr/hal-00528400
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, October 21, 2010 - 4:32:33 PM
Last modification on : Saturday, June 25, 2022 - 10:51:26 AM
Contributor : Antoine Haldemann Connect in order to contact the contributor
Submitted on : Thursday, October 21, 2010 - 4:32:33 PM
Last modification on : Saturday, June 25, 2022 - 10:51:26 AM
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