Definition of Comonotonicity. Meaning of Comonotonicity. Synonyms of Comonotonicity

Here you will find one or more explanations in English for the word Comonotonicity. Also in the bottom left of the page several parts of wikipedia pages related to the word Comonotonicity and, of course, Comonotonicity synonyms and on the right images related to the word Comonotonicity.

Definition of Comonotonicity

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Meaning of Comonotonicity from wikipedia

- countermonotonicity. Comonotonicity is also related to the comonotonic additivity of the Choquet integral. The concept of comonotonicity has applications...
- variance Common mode failure Common cause and special cause (statistics) Comonotonicity Comparing means Comparison of general and generalized linear models...
- ( X ) = ρ ( Y ) {\displaystyle \rho (X)=\rho (Y)} ; Comonotonic Additivity: for every comonotonic random variables X and Y, ρ ( X + Y ) = ρ ( X ) + ρ...
- characterization of distortion premiums via countable additivity for comonotonic risks". Insurance: Mathematics and Economics. 38 (2): 324–334. doi:10...
- information / (23F:DC) Schrödinger method / (F:C) Bapat–Beg theorem / (F:R) Comonotonicity / (F:R) Doob martingale / (F:R) Independence / (F:BR) Littlewood–Offord...