Dependence bounds for the difference of stop-loss payoffs on the difference of two random variables
Hamza Hanbali, Jan Dhaene, Daniël Linders
| Year of publication: |
2022
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| Authors: | Hanbali, Hamza ; Dhaene, Jan ; Linders, Daniël |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 107.2022, p. 22-37
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| Subject: | Difference of stop-loss payoffs | Difference of random variables | Dependence bounds | Comonotonicity | Countermonotonicity | Theorie | Theory | Zufallsvariable | Random variable |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.07.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013471096