Comonotonic Approximations for Optimal Portfolio Selection Problems
| Year of publication: |
2005
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|---|---|
| Authors: | Dhaene, J. ; Vanduffel, S. ; Goovaerts, M.J. ; Kaas, R. ; Vyncke, D. |
| Published in: |
The journal of risk and insurance : the journal of the American Risk and Insurance Association. - Malden, Mass. [u.a] : Blackwell, ISSN 0022-4367, ZDB-ID 4106738. - Vol. 72.2005, 2, p. 253-301
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