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An overview of comonotonicity and its applications in finance and insurance

par Deelstra, Griselda ;Dhaene, Jan;Vanmaele, Michèle
Référence AMaMeF: Advanced Mathematical Methods for Finance, Oksendahl; Di Nunno, Heidelberg, Ed. 1, page (155-179)
Publication Publié, 2010

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• Détails

Titre:	An overview of comonotonicity and its applications in finance and insurance
Auteur:	Deelstra, Griselda; Dhaene, Jan; Vanmaele, Michèle
Informations sur la publication:	AMaMeF: Advanced Mathematical Methods for Finance, Oksendahl; Di Nunno, Heidelberg, Ed. 1, page (155-179)
Statut de publication:	Publié, 2010
series:	Springer
Sujet CREF:	Sciences actuarielles
Note edition:	1
Langue:	Anglais