The concept of comonotonicity in actuarial science and finance
Year of publication: |
2002
|
---|---|
Authors: | Dhaene, Jan ; Denuit, Michel ; Goovaerts, Marc J. ; Kaas, R. ; Vyncke, David |
Publisher: |
Leuven |
Subject: | Versicherungsmathematik | Actuarial mathematics | Theorie | Theory | Risikomodell | Risk model |
Published items: |
2 hits in ECONIS - Online Catalogue of the ZBW
|
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On numerical evaluation of finite time survival probabilities
Dickson, D. C. M., (1999)
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(1999)
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Optimal insurance under random auditing
Fagart, Marie-Cécile, (1999)
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A simple geometric proof that comonotonic risks have the convex-largest sum
Kaas, R., (2001)
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Dhaene, Jan, (2002)
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Dhaene, Jan, (2002)
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