sharp convex bounds on the aggregate sums–an alternative proof

Clicks: 8
ID: 245257
2016
Article Quality & Performance Metrics
Overall Quality
Not rated
Combines reader engagement with the AI quality analysis. This article has not been analysed, so there is no overall score — reader engagement is measured and shown alongside.
AI Quality Assessment
Not analyzed
Readership in this journal
Popular

Ranked #81 of 82 articles by views in world neurosurgery

Most read Least read

Bar heights use a square-root scale.

Mint this article as an NFT
Not yet minted

Create a permanent, verifiable on-chain record of this article on the Scimatic Network. The NFT is held in your Journament account, and you can withdraw it to your own wallet at any time.

5 SUSD one-off · no wallet required
Abstract
It is well known that a random vector with given marginals is comonotonic if and only if it has the largest convex sum, and that a random vector with given marginals (under an additional condition) is mutually exclusive if and only if it has the minimal convex sum. This paper provides an alternative proof of these two results using the theories of distortion risk measure and expected utility.
Reference Key
yin2016riskssharp Use this key to autocite in the manuscript while using SciMatic Manuscript Manager or Thesis Manager
Authors ;Chuancun Yin;Dan Zhu
Journal world neurosurgery
Year 2016
DOI
10.3390/risks4040034
URL
Keywords Keywords not found

Citations

No citations found. To add a citation, contact the admin at info@scimatic.org

No comments yet. Be the first to comment on this article.