The concept of comonotonicity in actuarial science and finance: applications. (Q1413349)
From MaRDI portal
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