  In this paper we introduce a new multivariate dependence measure based on
comonotonicity by means of product moment which motivated by the recent papers
of Koch and Schepper (ASTIN Bulletin 41 (2011) 191-213) and Dhaene et al.
(Journal of Computational and Applied Mathematics 263 (2014) 78-87). Some
differences and relations between the new dependence measure and other
multivariate measures are an- alyzed. We also give several characteristics of
this measure and estimations based on the definitions and its property are
presented.
