Footnote:
Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 9, 2011 erstellt
Description:
For any random vector X = (X1; ...;Xn) on a given probability space (Ω;F;Pr), one can always instruct comonotonic modi cations of X, which are de ned as random vectors with the same marginals as X but with the comonotonic copula describing their dependency structure. In this short note, we investigate whether it is always possible or not to de necomonotonic modi cations of X on its own probability space (Ω;F; Pr)