Characterization of upper comonotonicity via tail convex order

Insurance: Mathematics and Economics

Volumn 48, Issue 3, 2011, Pages 368-373

  Nam, Hee Seok ^a   Tang, Qihe ^a   Yang, Fan ^a  

^a UNIVERSITY OF IOWA   (United States)

Author keywords

Comonotonicity; Haezendonck risk measures; Tail convex order; Upper comonotonicity

Indexed keywords

EID: 79551637630     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2011.01.003     Document Type: Article

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