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Comonotonicity
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11	COPULAS: TALES AND FACTS† THOMAS MIKOSCH “But he does not wear any clothes” said the little child in Hans Christian Andersen’s “The Emperor’s New Clothes”. 1. Some preliminary facts When I started writing t Add to Reading List Source URL: www.math.ku.dk Language: English - Date: 2005-12-01 10:14:23 Statistical dependence Multivariate statistics Covariance and correlation Actuarial science Copula Comonotonicity Multivariate normal distribution Normal distribution Joint probability distribution Statistics Probability theory Probability and statistics
12	Journal of Mathematical Economics–60 Nonmonotonic Choquet integrals Anja De Waegenaere, Peter P. Wakker∗ Center for Economic Research, Tilburg University, P.O. Box 90153, Tilburg 5000 LE, The Netherland Add to Reading List Source URL: people.few.eur.nl Language: English - Date: 2015-03-11 05:15:42 Fuzzy measure theory Comonotonicity Lebesgue integration Integral Measure Monotonic function Mathematical analysis Functional analysis Choquet integral
13	COPULAS: TALES AND FACTS† THOMAS MIKOSCH “But he does not wear any clothes” said the little child in Hans Christian Andersen’s “The Emperor’s New Clothes”. 1. Some preliminary facts When I started writing t Add to Reading List Source URL: www.math.ku.dk Language: English - Date: 2005-12-14 11:03:47 Statistical dependence Multivariate statistics Covariance and correlation Actuarial science Copula Comonotonicity Multivariate normal distribution Normal distribution Joint probability distribution Statistics Probability theory Probability and statistics
14	Spectral Capital Allocation and Applications Ludger Overbeck University of Giessen , Germany BFS 2010 , Toronto Add to Reading List Source URL: www.fields.utoronto.ca Language: English - Date: 2010-06-18 18:45:45 Spectral risk measure Coherent risk measure Expected shortfall Constructible universe Risk measure Science Knowledge Spectral theory of ordinary differential equations Comonotonicity Financial risk Mathematical finance Mathematics
15	Copulas and Stochastic Processes Von der Fakult¨at f¨ ur Mathematik, Informatik und Naturwissenschaften der Rheinisch-Westf¨alischen Technischen Hochschule Aachen zur Erlangung des akademischen Grades eines Doktors Add to Reading List Source URL: darwin.bth.rwth-aachen.de Language: English - Date: 2006-11-06 04:22:52 Stochastic processes Covariance and correlation Actuarial science Copula Mathematical finance Correlation and dependence Brownian motion Comonotonicity Normal distribution Statistics Probability and statistics Statistical dependence
16	Approximation of bivariate copulas by patched bivariate Fr´echet copulas Yanting Zheng1 , Jingping Yang2 , Jianhua Z. Huang3 Abstract Bivariate Fr´echet (BF) copulas characterize dependence as a mixture of three simple Add to Reading List Source URL: www.stat.tamu.edu Language: English - Date: 2010-11-10 13:54:38 Copula Comonotonicity Normal distribution Sheaf Financial Correlations Statistics Statistical dependence Actuarial science
17	A SIMPLE GEOMETRIC PROOF THAT COMONOTONIC RISKS HAVE THE CONVEX-LARGEST SUM Add to Reading List Source URL: www.casact.org Language: English - Date: 2012-04-11 21:48:52 Covariance and correlation Convex analysis Algebra of random variables Comonotonicity Statistical dependence Expected value Convex function Random variable Multivariate random variable Mathematical analysis Statistics Probability theory
18	The Concept of Comonotonicity in Actuarial Science and Finance: Applications J. Dhaene, M. Denuit, M.J. Goovaerts, R. Kaas, D. Vyncke Add to Reading List Source URL: www.econ.kuleuven.be Language: English - Date: 2006-02-07 05:46:15 Spectral theory Normal distribution Moment-generating function Multivariate normal distribution Operator theory Ordinary differential equations Mathematical analysis Statistics Probability theory
19	The Concept of Comonotonicity in Actuarial Science and Finance: Theory J. Dhaene, M. Denuit, M.J. Goovaerts, R. Kaas, D. Vyncke Add to Reading List Source URL: www.econ.kuleuven.be Language: English - Date: 2006-02-07 05:46:18 Statistical dependence Covariance and correlation Algebra of random variables Random variable Randomness Stochastic ordering Comonotonicity Multivariate random variable Joint probability distribution Probability theory Mathematical analysis Statistics
20	PDF Document Add to Reading List Source URL: www.parisschoolofeconomics.eu Language: English - Date: 2012-12-19 16:48:39 Multivariate statistics Probability theory Statistical dependence Vectors Algebraic topology Comonotonicity Joint probability distribution Multivariate random variable Copula Statistics Algebra Mathematics

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