A simple geometric proof that comonotonic risks have the convex-largest sum

Authors
  • M. Denuit
Publication date 2001
Series Research report, 119
Publisher Leuven: Katholieke Universiteit Leuven, Departement Toegepaste Economische Wetenschappen
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Document type Report
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