Results 51 to 60 of about 122 (117)
Characterizations of Conditional Comonotonicity [PDF]
Journal of Applied Probability, 2007 The notion of conditional comonotonicity was first used implicitly by Kaas, Dhaene, and Goovaerts (2000) and was formally introduced by Jouini and Napp (2004) as a generalization of the classical concept of comonotonicity. The objective of the present paper is to further investigate this relatively new concept.
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Causal modelling of heavy-tailed variables and confounders with application to river flow. [PDF]
Extremes (Boston), 2023 Pasche OC +2 more
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An MCDM approach based on some new Pythagorean cubic fuzzy Frank Muirhead mean operators. [PDF]
Heliyon, 2022 Kakati P.
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Species relationships in the extremes and their influence on community stability. [PDF]
Philos Trans R Soc Lond B Biol Sci, 2021 Ghosh S, Cottingham KL, Reuman DC.
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Is a Refundable Deductible Insurance an advantage for the insured? a mathematical approach. [PDF]
PLoS One, 2021 Claramunt MM, Mármol M.
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Positive results and counterexamples in comonotone approximation II
Journal of Approximation Theory, 2012 Let \(\mathbb{P}_{n}\) be the linear space of polynomials of degree at most \(n-1\). For a continuous function \(f\) in an interval \([a,b]\), the degree of best approximation is denoted by \[ E_{n}(f, [a,b]) = \inf \{ \|f-P_{n}\|_{[a,b]}, P_{n}\in \mathbb{P}_{n}\}. \] For \(s\geq1\), let \(\mathbf{Y}_{s} ([a,b])\) denote the family of all subsets \(Y_{
Dany Leviatan +2 more
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A comonotonic theorem for BSDEs
Stochastic Processes and their Applications, 2005 zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Chen, Zengjing +2 more
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Risk mitigation services in cyber insurance: optimal contract design and price structure. [PDF]
Geneva Pap Risk Insur Issues Pract, 2023 Zeller G, Scherer M.
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Factor Tree Copula Models for Item Response Data. [PDF]
Psychometrika, 2023 Kadhem SH, Nikoloulopoulos AK.
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Wasserstein distance in terms of the comonotonicity copula
StochasticsIn this article, we represent the Wasserstein metric of order $p$, where $p\in [1,\infty)$, in terms of the comonotonicity copula, for the case of probability measures on $\R^d$, by revisiting existing results. In 1973, Vallender established the link between the $1$-Wasserstein metric and the corresponding distribution functions for $d=1$.
Mariem Abdellatif +3 more
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