The concept of comonotonicity in actuarial science and finance: applications. (Q1413349)
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scientific article; zbMATH DE number 2004044
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The concept of comonotonicity in actuarial science and finance: applications. |
scientific article; zbMATH DE number 2004044 |
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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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0.98551697
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0.9055936
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0.85114396
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0.83217096
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0.82257056
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0.8078742
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