Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks

Inequalities: Theory of Majorization and its Applications.

Barry C. Arnold, Albert W. Marshall, Ingram Olkin · Journal of the American Statistical Association · 1981 · 5K citations

Natural Sciences, Mathematics, Optimization +14

Multivariate Models and Dependence Concepts.

Trevor J. Ringrose, Harry Joe · Biometrics · 1998 · 3.5K citations

Business, Biostatistics, Statistical Modeling +12

The concept of comonotonicity in actuarial science and finance: theory

Jan Dhaene, Michel Denuit, Marc Goovaerts et al. · Insurance Mathematics and Economics · 2002 · 631 citations

Business, Economics, Finance +6

Multivariate Models and Dependence Concepts

Moshe Shaked, Harry Joe · Journal of the American Statistical Association · 1998 · 360 citations

Natural Sciences, Biostatistics, Statistical Modeling +11

Bivariate characterization of some stochastic order relations

J. George Shanthikumar, David D. Yao · Advances in Applied Probability · 1991 · 140 citations

Engineering, Industrial Engineering, Systems Engineering +17