JdS2012


 English   -  Français  

Résumé de communication



Résumé 106 :

Multivariate comonotonicity, stochastic orders and risk measures
Galichon, Alfred
Ecole Polytechnique

In this talk, I will explain how a recent concept of multivariate comonotonicity developed by Ekeland, Galichon and Henry (2012) can be conveniently used to generalize notions that are well-known in the univariate case such as efficient sharing of risk, stochastic orders, and risk measures.