The concept of comonotonicity in actuarial science and finance: Applications

Insurance: Mathematics and Economics

Volumn 31, Issue 2, 2002, Pages 133-161

  Dhaene, J ^a   Denuit, M ^a   Goovaerts, M J ^a   Kaas, R ^a   Vyncke, D ^a  

^a UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Actuarial science and finance; Comonotonicity; Sums of random variables

Indexed keywords

EID: 0037131235     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(02)00135-X     Document Type: Review

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