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The concept of comonotonicity in actuarial science and finance: theory
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| Document type | Article de périodique (Journal article) |
|---|---|
| Publication date | 2002 |
| Language | anglais |
| Journal information | "Insurance: Mathematics and Economics" - Vol. 31, p. 3-33 (2002) |
| Peer reviewed | yes |
| issn | 0167-6687 |
| Publication status | Publié |
| Affiliation | Louvain School of Management |
| Links |
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| Bibliographic reference | Dhaene, Jan ; Denuit, Michel ; Vyncke, D. ; Kaas, R. ; Goovaerts M., J.. The concept of comonotonicity in actuarial science and finance: theory. In: Insurance: Mathematics and Economics, Vol. 31, p. 3-33 (2002) |
|---|---|
| Permanent URL | http://hdl.handle.net/2078/17257 |