The concept of comonotonicity in actuarial science and finance: applications. (Q1413349): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0167-6687(02)00135-x / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3123641801 / rank | |||
Normal rank | |||
Latest revision as of 09:33, 30 July 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
