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Comonotonicity (``same variation'') of random variables minimizes hedging possibilities and has been widely used, e.g., in Gilboa and Schmeidler's ambiguity models. This paper investigates anticomonotonicity (``opposite variation''; abbreviated ``AC'
Externí odkaz:
http://arxiv.org/abs/2307.08542
Autor:
Wakker, Peter P.
Publikováno v:
In Journal of Behavioral and Experimental Economics December 2023 107
Publikováno v:
In Journal of Economic Theory December 2021 198
Autor:
Wakker, Peter P.
Publikováno v:
Revue économique, 2020 Mar 01. 71(2), 387-390.
Externí odkaz:
https://www.jstor.org/stable/26895557
Autor:
Wakker, Peter P., Yang, Jingni
Publikováno v:
In Insurance Mathematics and Economics September 2021 100:429-435
Publikováno v:
In Games and Economic Behavior September 2020 123:272-287