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Existence of copula bound pointwise strictly smaller than the Fréchet-Hoeffding upper bound

You can prove more. Let $F(u,v)$ be any $1$-Lipschitz function on $[0,1]^2$ such that $F(u,v)<\min(u,v)$ inside the square. Then there exists a copula $D(u,v)$ such that $$ F(u,v)\le D(u,v)<\min(u,v) …
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5 votes
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Lower bound on sum of independent heavy-tailed random variables

Certainly. All you need is $EX^2=+\infty$. Then the characteristic function $f_X(t)$ satisfies $\lim_{t\to 0}\frac{1-|f(t)|}{t^2}=+\infty$, so for every finite interval $I\subset \mathbb R$, we have $ …
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