The concept of comonotonicity in actuarial science and finance: applications. (Q1413349)
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scientific article
Language | Label | Description | Also known as |
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English | The concept of comonotonicity in actuarial science and finance: applications. |
scientific article |
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The concept of comonotonicity in actuarial science and finance: applications. (English)
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16 November 2003
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comonotonicity
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sums of random variables
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life annuities
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risk sharing provisions
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Asian options
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