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On the multidimensional extension of countermonotonicity and its applications · Study

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ArticleOn the multidimensional extension of countermonotonicity and its applications

Woojoo Lee2014

Article2014

On the multidimensional extension of countermonotonicity and its applications

Woojoo Lee · Jae Youn Ahn

26 citations·0/0 files stored·Insurance Mathematics and Economics

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Financial Risk and Volatility Modeling Probability and Statistical Research Probability and Risk Models

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References

1999An Introduction to Copulas 2004Copula Methods in Finance 2000An examination of herd behavior in equity markets: An international perspective 1998Understanding Relationships Using Copulas 2000Herd Behavior in Financial Markets 1958Ordinal Measures of Association 2002The concept of comonotonicity in actuarial science and finance: theory 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions

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Year2014

Typearticle

Published2014-03-24

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations26

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.insmatheco.2014.03.002

openalex_workW2009102113

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