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 HaldemannConnect 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