The concept of comonotonicity in actuarial science and finance: applications. (Q1413349): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
Property / author | |||
Property / author: Jan Dhaene / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Michel M. Denuit / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Marc J. Goovaerts / rank | |||
Normal rank | |||
Property / author | |||
Property / author: Rob Kaas / rank | |||
Normal rank | |||
Property / author | |||
Property / author: David Vyncke / rank | |||
Normal rank |
Revision as of 01:22, 11 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | The concept of comonotonicity in actuarial science and finance: applications. |
scientific article |
Statements
The concept of comonotonicity in actuarial science and finance: applications. (English)
0 references
16 November 2003
0 references
comonotonicity
0 references
sums of random variables
0 references
life annuities
0 references
risk sharing provisions
0 references
Asian options
0 references