Comonotonicity (English Wikipedia)

Analysis of information sources in references of the Wikipedia article "Comonotonicity" in English language version.

refsWebsite

Global rank English rank

11ams.org

451^st place

277^th place

11zbmath.org

1,923^rd place

1,068^th place

6books.google.com

3^rd place

3casact.org

low place

3doi.org

2^nd place

ams.org

mathscinet.ams.org

(Sriboonchitta et al. 2010, pp. 149–152) Sriboonchitta, Songsak; Wong, Wing-Keung; Dhompongsa, Sompong; Nguyen, Hung T. (2010), Stochastic Dominance and Applications to Finance, Risk and Economics, Boca Raton, FL: Chapman & Hall/CRC Press, ISBN 978-1-4200-8266-1, MR 2590381, Zbl 1180.91010
(Kaas et al. 2002, Theorem 6) Kaas, Rob; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; Denuit, Michel (2002), "A simple geometric proof that comonotonic risks have the convex-largest sum" (PDF), ASTIN Bulletin, 32 (1): 71–80, doi:10.2143/ast.32.1.1015, MR 1928014, Zbl 1061.62511
(Kaas et al. 2002, Theorem 7) Kaas, Rob; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; Denuit, Michel (2002), "A simple geometric proof that comonotonic risks have the convex-largest sum" (PDF), ASTIN Bulletin, 32 (1): 71–80, doi:10.2143/ast.32.1.1015, MR 1928014, Zbl 1061.62511
(McNeil, Frey & Embrechts 2005, Proposition 6.15) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037
(Kaas et al. 2002, Definition 1) Kaas, Rob; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; Denuit, Michel (2002), "A simple geometric proof that comonotonic risks have the convex-largest sum" (PDF), ASTIN Bulletin, 32 (1): 71–80, doi:10.2143/ast.32.1.1015, MR 1928014, Zbl 1061.62511
See (Nelsen 2006, Definition 2.5.1) for the case $n = 2$ Nelsen, Roger B. (2006), An Introduction to Copulas, Springer Series in Statistics (second ed.), New York: Springer, pp. xiv+269, ISBN 978-0-387-28659-4, MR 2197664, Zbl 1152.62030
See (Nelsen 2006, Theorem 2.5.4) for the case $n = 2$ Nelsen, Roger B. (2006), An Introduction to Copulas, Springer Series in Statistics (second ed.), New York: Springer, pp. xiv+269, ISBN 978-0-387-28659-4, MR 2197664, Zbl 1152.62030
(McNeil, Frey & Embrechts 2005, Proposition A.3 (properties of the generalized inverse)) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037
(McNeil, Frey & Embrechts 2005, Proposition 5.16 and its proof) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037
(McNeil, Frey & Embrechts 2005, Lemma 5.24) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037
(McNeil, Frey & Embrechts 2005, Theorem 5.25(2)) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037

books.google.com

(Sriboonchitta et al. 2010, pp. 149–152) Sriboonchitta, Songsak; Wong, Wing-Keung; Dhompongsa, Sompong; Nguyen, Hung T. (2010), Stochastic Dominance and Applications to Finance, Risk and Economics, Boca Raton, FL: Chapman & Hall/CRC Press, ISBN 978-1-4200-8266-1, MR 2590381, Zbl 1180.91010
(McNeil, Frey & Embrechts 2005, Proposition 6.15) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037
(McNeil, Frey & Embrechts 2005, Proposition A.3 (properties of the generalized inverse)) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037
(McNeil, Frey & Embrechts 2005, Proposition 5.16 and its proof) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037
(McNeil, Frey & Embrechts 2005, Lemma 5.24) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037
(McNeil, Frey & Embrechts 2005, Theorem 5.25(2)) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037

casact.org

(Kaas et al. 2002, Theorem 6) Kaas, Rob; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; Denuit, Michel (2002), "A simple geometric proof that comonotonic risks have the convex-largest sum" (PDF), ASTIN Bulletin, 32 (1): 71–80, doi:10.2143/ast.32.1.1015, MR 1928014, Zbl 1061.62511
(Kaas et al. 2002, Theorem 7) Kaas, Rob; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; Denuit, Michel (2002), "A simple geometric proof that comonotonic risks have the convex-largest sum" (PDF), ASTIN Bulletin, 32 (1): 71–80, doi:10.2143/ast.32.1.1015, MR 1928014, Zbl 1061.62511
(Kaas et al. 2002, Definition 1) Kaas, Rob; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; Denuit, Michel (2002), "A simple geometric proof that comonotonic risks have the convex-largest sum" (PDF), ASTIN Bulletin, 32 (1): 71–80, doi:10.2143/ast.32.1.1015, MR 1928014, Zbl 1061.62511

doi.org

(Kaas et al. 2002, Theorem 6) Kaas, Rob; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; Denuit, Michel (2002), "A simple geometric proof that comonotonic risks have the convex-largest sum" (PDF), ASTIN Bulletin, 32 (1): 71–80, doi:10.2143/ast.32.1.1015, MR 1928014, Zbl 1061.62511
(Kaas et al. 2002, Theorem 7) Kaas, Rob; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; Denuit, Michel (2002), "A simple geometric proof that comonotonic risks have the convex-largest sum" (PDF), ASTIN Bulletin, 32 (1): 71–80, doi:10.2143/ast.32.1.1015, MR 1928014, Zbl 1061.62511
(Kaas et al. 2002, Definition 1) Kaas, Rob; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; Denuit, Michel (2002), "A simple geometric proof that comonotonic risks have the convex-largest sum" (PDF), ASTIN Bulletin, 32 (1): 71–80, doi:10.2143/ast.32.1.1015, MR 1928014, Zbl 1061.62511

zbmath.org

(Sriboonchitta et al. 2010, pp. 149–152) Sriboonchitta, Songsak; Wong, Wing-Keung; Dhompongsa, Sompong; Nguyen, Hung T. (2010), Stochastic Dominance and Applications to Finance, Risk and Economics, Boca Raton, FL: Chapman & Hall/CRC Press, ISBN 978-1-4200-8266-1, MR 2590381, Zbl 1180.91010
(Kaas et al. 2002, Theorem 6) Kaas, Rob; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; Denuit, Michel (2002), "A simple geometric proof that comonotonic risks have the convex-largest sum" (PDF), ASTIN Bulletin, 32 (1): 71–80, doi:10.2143/ast.32.1.1015, MR 1928014, Zbl 1061.62511
(Kaas et al. 2002, Theorem 7) Kaas, Rob; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; Denuit, Michel (2002), "A simple geometric proof that comonotonic risks have the convex-largest sum" (PDF), ASTIN Bulletin, 32 (1): 71–80, doi:10.2143/ast.32.1.1015, MR 1928014, Zbl 1061.62511
(McNeil, Frey & Embrechts 2005, Proposition 6.15) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037
(Kaas et al. 2002, Definition 1) Kaas, Rob; Dhaene, Jan; Vyncke, David; Goovaerts, Marc J.; Denuit, Michel (2002), "A simple geometric proof that comonotonic risks have the convex-largest sum" (PDF), ASTIN Bulletin, 32 (1): 71–80, doi:10.2143/ast.32.1.1015, MR 1928014, Zbl 1061.62511
See (Nelsen 2006, Definition 2.5.1) for the case $n = 2$ Nelsen, Roger B. (2006), An Introduction to Copulas, Springer Series in Statistics (second ed.), New York: Springer, pp. xiv+269, ISBN 978-0-387-28659-4, MR 2197664, Zbl 1152.62030
See (Nelsen 2006, Theorem 2.5.4) for the case $n = 2$ Nelsen, Roger B. (2006), An Introduction to Copulas, Springer Series in Statistics (second ed.), New York: Springer, pp. xiv+269, ISBN 978-0-387-28659-4, MR 2197664, Zbl 1152.62030
(McNeil, Frey & Embrechts 2005, Proposition A.3 (properties of the generalized inverse)) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037
(McNeil, Frey & Embrechts 2005, Proposition 5.16 and its proof) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037
(McNeil, Frey & Embrechts 2005, Lemma 5.24) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037
(McNeil, Frey & Embrechts 2005, Theorem 5.25(2)) McNeil, Alexander J.; Frey, Rüdiger; Embrechts, Paul (2005), Quantitative Risk Management. Concepts, Techniques and Tools, Princeton Series in Finance, Princeton, NJ: Princeton University Press, ISBN 978-0-691-12255-7, MR 2175089, Zbl 1089.91037