An application of comonotonicity theory in a stochastic...

Insurance: Mathematics and Economics 2011 Vol. 48; Iss. 2

An application of comonotonicity theory in a stochastic life annuity framework

Xiaoming Liu, Jisoo Jang, Sun Mee Kim
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Volume:
48
Year:
2011
Language:
english
Pages:
9
DOI:
10.1016/j.insmatheco.2010.11.008
File:
PDF, 434 KB
english, 2011
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