Simple characterizations of comontonocity and countermonotonocity by extremal correlations

Authors
Publication date 2003
Journal Belgian Actuarial Bulletin
Volume | Issue number 3 | 1
Pages (from-to) 22-27
Number of pages 6
Organisations
  • Faculty of Economics and Business (FEB) - Amsterdam School of Economics Research Institute (ASE-RI)
Abstract In this pedagogical note, it is shown how extremal values of classical measures of association like Pearson's correlation coefficient, Kendall's τ, Spearman's ρ and Gini's γ, characterize comonotonicity and countermonotonicity. The link between zero-correlation and mutual independence is also examined.
Document type Article
Language English
Published at http://www.belgianactuarialbulletin.be/articles/vol03/02-Denuit.pdf
Permalink to this page
Back