Comonotonicity: From Risk Measurement to Risk Management
Vrije Universiteit Brussel (VUB)
January 27, 2005
This is a PhD thesis about the concept of comontonicity and its applications in Finance and Insurance.
Number of Pages in PDF File: 172
Keywords: Risk measures, Coherency, Comonotonicity, Lognormal, Pension, Annuitiesworking papers series
Date posted: March 19, 2009
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