The concept of comonotonicity in actuarial science and finance: applications. (Q1413349): Difference between revisions

@@ Property / author @@
-Jan Dhaene
@@ Property / author: Jan Dhaene / rank @@
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@@ Property / author @@
-Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
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@@ Property / author @@
-Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
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@@ Property / author @@
-Rob Kaas
@@ Property / author: Rob Kaas / rank @@
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@@ Property / author @@
-David Vyncke
@@ Property / author: David Vyncke / rank @@
-Normal rank
@@ Property / author @@
+Jan Dhaene
@@ Property / author: Jan Dhaene / rank @@
+Normal rank
@@ Property / author @@
+Michel M. Denuit
@@ Property / author: Michel M. Denuit / rank @@
+Normal rank
@@ Property / author @@
+Marc J. Goovaerts
@@ Property / author: Marc J. Goovaerts / rank @@
+Normal rank
@@ Property / author @@
+Rob Kaas
@@ Property / author: Rob Kaas / rank @@
+Normal rank
@@ Property / author @@
+David Vyncke
@@ Property / author: David Vyncke / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing: A simplified approach
@@ Property / cites work: Option pricing: A simplified approach / rank @@
+Normal rank
@@ Property / cites work @@
+An analytical inversion of a Laplace transform related to annuities certain
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@@ Property / cites work @@
+The concept of comonotonicity in actuarial science and finance: theory.
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+The Distribution of a Perpetuity, with Applications to Risk Theory and Pension Funding
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+Actuarial bridges to dynamic hedging and option pricing
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+Upper and lower bounds for sums of random variables
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@@ Property / cites work @@
+Q5461830
@@ Property / cites work: Q5461830 / rank @@
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@@ Property / cites work @@
+Q3779956
@@ Property / cites work: Q3779956 / rank @@
+Normal rank
@@ Property / cites work @@
+The present value of a stochastic perpetuity and the gamma distribution
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+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
+Normal rank