The concept of comonotonicity in actuarial science and finance: applications.

DOI10.1016/S0167-6687(02)00135-XzbMath1037.62107OpenAlexW3123641801MaRDI QIDQ1413349

David Vyncke, Rob Kaas, Marc J. Goovaerts, Jan Dhaene, Michel M. Denuit

Publication date: 16 November 2003

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00135-x

zbMATH Keywords

Asian options comonotonicity sums of random variables life annuities risk sharing provisions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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