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An Overview of Comonotonicity and Its Applications in Finance and Insurance - MaRDI portal

An Overview of Comonotonicity and Its Applications in Finance and Insurance (Q5198559)

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scientific article; zbMATH DE number 5936947
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An Overview of Comonotonicity and Its Applications in Finance and Insurance
scientific article; zbMATH DE number 5936947

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    An Overview of Comonotonicity and Its Applications in Finance and Insurance (English)
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    8 August 2011
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    comonotonicity
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    convex order
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    risk measurement
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    derivatives pricing and hedging
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    life insurance
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