  We apply concepts of majorization theory to derive new insights in the field
of extremal dependence structures. In particular, we consider the Rearrangement
Algorithm by Puccetti and Rueschendorf, where majorization arguments yield a
statement that unifies and extends the existing theory in two ways. The first
extension considers convex functions of non-linear risk aggregation and the
second allows for non-symmetric cost functions. The article is concluded by
computing an example.
