The concept of comonotonicity in actuarial science and finance: applications.
type: Item
instance of: scholarly article
title: The concept of comonotonicity in actuarial science and finance: applications.
zbMATH Open document ID: 1037.62107
DOI: 10.1016/S0167-6687(02)00135-X
published in: Insurance Mathematics \& Economics
publication date: 2003-11-16T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 2004044
zbMATH Keywords: comonotonicity
zbMATH Keywords: sums of random variables
zbMATH Keywords: life annuities
zbMATH Keywords: risk sharing provisions
zbMATH Keywords: Asian options
author: J. Dhaene
author: Michel Denuit
author: Marc J. Goovaerts
author: Rob Kaas
author: David Vyncke
MaRDI profile type: Publication
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cites work: Upper and lower bounds for sums of random variables
cites work: Q5461830
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cites work: The present value of a stochastic perpetuity and the gamma distribution
cites work: The value of an Asian option
full work available at URL: s0167-6687(02)00135-x
OpenAlex ID: W3123641801
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description: scientific article; zbMATH DE number 2004044