The concept of comonotonicity in actuarial science and finance: theory-Reference-Cited by-同舟云学术

The concept of comonotonicity in actuarial science and finance: theory

Published:2002-08 Issue:1 Volume:31 Page:3-33
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Dhaene J.,Denuit M.,Goovaerts M.J.,Kaas R.,Vyncke D.

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference38 articles.

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2. Impact of dependence among multiple claims in a single loss;Cossette;Insurance: Mathematics Economics,2000

3. Cossette, H., Denuit, M., Dhaene, J., Marceau, E., 2002. Stochastic approximations of present value functions. Bulletin of the Swiss Association of Actuaries, 15–28.

4. Denneberg, D., 1994. Non-additive Measure and Integral. Kluwer Academic Publishers, Boston, 184 pp.

5. Premium calculation with dependent time-until-death random variables: the widow’s pension;Denuit;Journal of Actuarial Practice,1999

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