An Overview of Comonotonicity and Its Applications in Finance and Insurance

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

zbMATH Keywords

life insurancecomonotonicityconvex orderrisk measurementderivatives pricing and hedging

Mathematics Subject Classification ID

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