An Overview of Comonotonicity and Its Applications in Finance and Insurance
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Publication:5198559
DOI10.1007/978-3-642-18412-3_6zbMath1233.60006OpenAlexW2157508889MaRDI QIDQ5198559
Griselda Deelstra, Michèle Vanmaele, Jan Dhaene
Publication date: 8 August 2011
Published in: Advanced Mathematical Methods for Finance (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1854/LU-1245641
Inequalities; stochastic orderings (60E15) Brownian motion (60J65) Financial applications of other theories (91G80)
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