Comonotonicity: From Risk Measurement to Risk Management
172 Pages Posted: 19 Mar 2009
Date Written: January 27, 2005
Abstract
This is a PhD thesis about the concept of comontonicity and its applications in Finance and Insurance.
Keywords: Risk measures, Coherency, Comonotonicity, Lognormal, Pension, Annuities
Suggested Citation: Suggested Citation
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