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Article: Characterizing mutual exclusivity as the strongest negative multivariate dependence structure

TitleCharacterizing mutual exclusivity as the strongest negative multivariate dependence structure
Authors
Cheung, KCLO, A
KeywordsComplete mixability
Convex order
Counter-monotonicity
Fréchet bounds
Mutual exclusivity
Issue Date2014
PublisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ime
Citation
Insurance: Mathematics and Economics, 2014, v. 55, p. 180-190 How to Cite?
DOI: http://dx.doi.org/10.1016/j.insmatheco.2014.01.001
Persistent Identifierhttp://hdl.handle.net/10722/217222
ISSN
0167-6687
2021 Impact Factor: 2.168
2020 SCImago Journal Rankings: 1.139
ISI Accession Number ID
WOS:000335432100017

 

DC FieldValueLanguage
dc.contributor.authorCheung, KC-
dc.contributor.authorLO, A-
dc.date.accessioned2015-09-18T05:52:41Z-
dc.date.available2015-09-18T05:52:41Z-
dc.date.issued2014-
dc.identifier.citationInsurance: Mathematics and Economics, 2014, v. 55, p. 180-190-
dc.identifier.issn0167-6687-
dc.identifier.urihttp://hdl.handle.net/10722/217222-
dc.languageeng-
dc.publisherElsevier BV. The Journal's web site is located at http://www.elsevier.com/locate/ime-
dc.relation.ispartofInsurance: Mathematics and Economics-
dc.rights© <2014>. This manuscript version is made available under the CC-BY-NC-ND 4.0 license http://creativecommons.org/licenses/by-nc-nd/4.0/-
dc.rightsThis work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.-
dc.subjectComplete mixability-
dc.subjectConvex order-
dc.subjectCounter-monotonicity-
dc.subjectFréchet bounds-
dc.subjectMutual exclusivity-
dc.titleCharacterizing mutual exclusivity as the strongest negative multivariate dependence structure-
dc.typeArticle-
dc.identifier.emailCheung, KC: kccg@hku.hk-
dc.identifier.authorityCheung, KC=rp00677-
dc.description.naturepostprint-
dc.identifier.doi10.1016/j.insmatheco.2014.01.001-
dc.identifier.scopuseid_2-s2.0-84893740733-
dc.identifier.hkuros253816-
dc.identifier.volume55-
dc.identifier.spage180-
dc.identifier.epage190-
dc.identifier.isiWOS:000335432100017-
dc.publisher.placeNetherlands-
dc.identifier.issnl0167-6687-

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