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, Annuities
Date posted: March 19, 2009
© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.
This page was processed by apollo5 in 0.500 seconds