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DSpace at EWHA자연과학대학 통계학전공 Journal papers

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On the multidimensional extension of countermonotonicity and its applications

Title: On the multidimensional extension of countermonotonicity and its applications

Authors: Lee W.; Ahn J.Y.

Ewha Authors: 안재윤

SCOPUS Author ID: 안재윤

Issue Date: 2014

Journal Title: Insurance: Mathematics and Economics

ISSN: 0167-6687

Citation: Insurance: Mathematics and Economics vol. 56, no. 1, pp. 68 - 79

Publisher: Elsevier

Indexed: SCIE; SSCI; SCOPUS

Document Type: Article

Abstract: Comonotonicity; Countermonotonicity; Herd behavior index; Measures of concordance; Minimal copula

DOI: 10.1016/j.insmatheco.2014.03.002

Appears in Collections:: 자연과학대학 > 통계학전공 > Journal papers

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