The concept of comonotonicity in actuarial science and finance: applications

Dhaene, Jan;Denuit, Michel;Vyncke, D.;Kaas, R.;Goovaerts M., J.
(2002) Insurance: Mathematics and Economics — Vol. 31, p. 133-161 (2002)

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Authors
  • Dhaene, Jan
    Author
  • Author
  • Vyncke, D.
    Author
  • Kaas, R.
    Author
  • Goovaerts M., J.
    Author
Affiliations
  • Louvain School of Management

Citations

Dhaene, J., Denuit, M., Vyncke, D., Kaas, R., & Goovaerts M., J. (2002). The concept of comonotonicity in actuarial science and finance: applications. Insurance: Mathematics and Economics, 31, 133-161. https://hdl.handle.net/2078.5/90421 (Original work published 2002)