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

DOI10.1016/S0167-6687(02)00134-8zbMath1051.62107OpenAlexW3121841769WikidataQ86371230 ScholiaQ86371230MaRDI QIDQ1394963

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

Publication date: 25 June 2003

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

Full work available at URL: https://doi.org/10.1016/s0167-6687(02)00134-8

zbMATH Keywords

Comonotonicity Actuarial science and finance Sums of random variables

Mathematics Subject Classification ID

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