An overview of comonotonicity and its applications in finance and insurance
Griselda Deelstra, Jan Dhaene, and Michèle Vanmaele
| Year of publication: |
2011
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|---|---|
| Authors: | Deelstra, Griselda ; Dhaene, Jan ; Vanmaele, Michèle |
| Published in: |
Advanced mathematical methods for finance. - Heidelberg [u.a.] : Springer, ISBN 3-642-18411-1. - 2011, p. 155-179
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| Subject: | Finanzmathematik | Mathematical finance | Risikomaß | Risk measure | Optionspreistheorie | Option pricing theory | Hedging | Lebensversicherung | Life insurance | Versicherungsmathematik | Actuarial mathematics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section ; Übersichtsarbeit ; Systematic review |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008991312