Search Results - subject:"Mutual exclusivity"

Sharp convex bounds on the aggregate sums: An alternative proof

Yin, Chuancun; Zhu, Dan - In: Risks 4 (2016) 4, pp. 1-8

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...

Persistent link: https://www.econbiz.de/10011709570

Sharp convex bounds on the aggregate sums : an alternative proof

Yin, Chuancun; Zhu, Dan - In: Risks : open access journal 4 (2016) 4, pp. 1-8

Persistent link: https://www.econbiz.de/10011556539

Tail Mutual Exclusivity and Tail-Var Lower Bounds

Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - 2015

In this paper, we extend the concept of mutual exclusivity proposed by Dhaene and Denuit (1999) to its tail counterpart … and baptise this new dependency structure as tail mutual exclusivity. Probability levels are first specified for each …

Persistent link: https://www.econbiz.de/10010491408

Tail Mutual Exclusivity and Tail-Var Lower Bounds

Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - Tinbergen Instituut - 2015

Persistent link: https://www.econbiz.de/10011257334

Tail mutual exclusivity and tail-var lower bounds

Cheung, Ka Chun; Denuit, Michel; Dhaene, Jan - 2015

Persistent link: https://www.econbiz.de/10010477089

An empirical investigation of the salient characteristics of IS-Success models

Sedera, Darshana - 2006

and measures, (2) mutual exclusivity of the model dimensions and measures, (3) model parsimony, and the (4) additivity of …

Persistent link: https://www.econbiz.de/10009437581