Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables - Hanbali, Hamza; Dhaene, Jan; Linders, Daniël (Insurance, mathematics & economics, 2022)
Keywords: Comonotonicity; Countermonotonicity; Dependence bounds; Difference of random variables; Difference of stop-loss payoffs; Difference of stop-loss payoffs; G22; Dependence bounds; G13; Difference of random variables; Comonotonicity; C60; Countermonotonicity