Kaas, R.; Dhaene, J.; Vyncke, D.; Goovaerts, M.J.; … - International Actuarial Association / Actuarial Studies … - 2002
In the recent actuarial literature, several proofs have been given for the fact that if a random vector (XI, X2, ..., X~) with given marginals has a comonotonic joint distribution, the sum XI + X2 + ...+ Xn is the largest possible in convex order...
