Search results for "comonotonicity"

Found 15 publication records. Showing 15 according to the selection in the facets

Hits ?▲	Authors	Title	Venue	Year	Link	Author keywords
36	Mingzhi Gao, Zuochang Ye, Yan Wang 0023, Zhiping Yu	Efficient tail estimation for massive correlated log-normal sums: with applications in statistical leakage analysis.	DAC	2010	DBLP DOI BibTeX RDF	comonotonicity, fast correlation transform, statistical leakage analysis, tail behavior
32	Eduard Gorbunov, Adrien B. Taylor, Samuel Horváth, Gauthier Gidel	Convergence of Proximal Point and Extragradient-Based Methods Beyond Monotonicity: the Case of Negative Comonotonicity.	ICML	2023	DBLP BibTeX RDF
32	Wan-Ni Lai, Yi-Ting Chen 0002, Edward W. Sun	Comonotonicity and low volatility effect.	Ann. Oper. Res.	2021	DBLP DOI BibTeX RDF
32	Ruodu Wang, Ricardas Zitikis	Weak comonotonicity.	Eur. J. Oper. Res.	2020	DBLP DOI BibTeX RDF
32	Hamzeh Agahi	On Fritz-Carlson Type Inequality for Sugeno Integral Without Comonotonicity Condition.	J. Multiple Valued Log. Soft Comput.	2018	DBLP BibTeX RDF
32	Radomír Halas, Radko Mesiar, Jozef Pócs	Generalized comonotonicity and new axiomatizations of Sugeno integrals on bounded distributive lattices.	Int. J. Approx. Reason.	2017	DBLP DOI BibTeX RDF
32	Ignacio Montes, Sébastien Destercke	Comonotonicity for sets of probabilities.	Fuzzy Sets Syst.	2017	DBLP DOI BibTeX RDF
32	Hamzeh Agahi, Radko Mesiar	On Cauchy-Schwarz's inequality for Choquet-like integrals without the comonotonicity condition.	Soft Comput.	2015	DBLP DOI BibTeX RDF
32	Xiaoming Liu 0014, Rogemar S. Mamon, Huan Gao	A comonotonicity-based valuation method for guaranteed annuity options.	J. Comput. Appl. Math.	2013	DBLP DOI BibTeX RDF
32	Guillaume Carlier, Rose-Anne Dana, Alfred Galichon	Pareto efficiency for the concave order and multivariate comonotonicity.	J. Econ. Theory	2012	DBLP DOI BibTeX RDF
32	Ka-Chun Cheung	An overview of conditional comonotonicity and its applications.	Risk Decis. Anal.	2012	DBLP DOI BibTeX RDF
32	Bruno Girotto, Silvano Holzer	Chebyshev type inequality for Choquet integral and comonotonicity.	Int. J. Approx. Reason.	2011	DBLP DOI BibTeX RDF
32	Bruno Girotto, Silvano Holzer	A Chebyshev type inequality for Sugeno integral and comonotonicity.	Int. J. Approx. Reason.	2011	DBLP DOI BibTeX RDF
32	Yasuo Narukawa, Klara Stokes, Vicenç Torra	Fuzzy Measures and Comonotonicity on Multisets.	MDAI	2011	DBLP DOI BibTeX RDF
32	Giovanni Puccetti 0001, Marco Scarsini	Multivariate comonotonicity.	J. Multivar. Anal.	2010	DBLP DOI BibTeX RDF