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- W2912721996 abstract "In this paper we consider several multivariate extensions of comonotonicity. We show that naive extensions do not enjoy some of the main properties of the univariate concept. In order to have these properties, more structures are needed than in the univariate case." @default.
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- W2912721996 date "2010-01-01" @default.
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- W2912721996 title "Multivariate comonotonicity" @default.
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- W2912721996 doi "https://doi.org/10.1016/j.jmva.2009.08.003" @default.
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