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Simple characterizations of comonotonicity and countermonotonicity by extremal correlations

Bibliographic reference Denuit, Michel ; Dhaene, Jan. Simple characterizations of comonotonicity and countermonotonicity by extremal correlations. In: Belgian Actuarial Bulletin, Vol. 3, p. 22-27 (2003)
Permanent URL http://hdl.handle.net/2078/16989