@article{thelimitationsofcomonotonicadditiverisk, title = {The limitations of comonotonic additive risk measures: a literature review}, author = {Samuel Solgon Santos and Marcelo Brutti Righi and Eduardo de Oliveira Horta}, year = {2022}, eprint = {2212.13864}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2212.13864v2}, }