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COMONOTONICITY

Comonotonicity

Concept in probability theory

countermonotonicity. Comonotonicity is also related to the comonotonic additivity of the Choquet integral. The concept of comonotonicity has applications

Comonotonicity

List of statistics articles

variance Common mode failure Common cause and special cause (statistics) Comonotonicity Comparing means Comparison of general and generalized linear models

List of statistics articles

List_of_statistics_articles

Catalog of articles in probability theory

information / (23F:DC) Schrödinger method / (F:C) Bapat–Beg theorem / (F:R) Comonotonicity / (F:R) Doob martingale / (F:R) Independence / (F:BR) Littlewood–Offord

Catalog of articles in probability theory

Catalog_of_articles_in_probability_theory

Spectral risk measure

Coherent risk measure using weighted outcomes based on risk aversion

( X ) = ρ ( Y ) {\displaystyle \rho (X)=\rho (Y)} ; Comonotonic Additivity: for every comonotonic random variables X and Y, ρ ( X + Y ) = ρ ( X ) + ρ

Spectral risk measure

Spectral_risk_measure

Distortion risk measure

Risk measure derived by applying a distortion function to a loss distribution

characterization of distortion premiums via countable additivity for comonotonic risks". Insurance: Mathematics and Economics. 38 (2): 324–334. doi:10

Distortion risk measure

Distortion_risk_measure