Additional information is available for the following registered author(s):

• Jan Dhaene
• Marc Goovaerts

Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.

Publisher Info

Article provided by Elsevier in its journal Insurance: Mathematics and Economics.

Volume (Year): 27 (2000)
Issue (Month): 2 (October)
Pages: 151-168
Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Handle: RePEc:eee:insuma:v:27:y:2000:i:2:p:151-168

Contact details of provider:
Web page: http://www.elsevier.com/locate/inca/505554

For technical questions regarding this item, or to correct its listing, contact: (Heidi Boesdal).

Related research

Keywords:

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

1. Koch I. & De Schepper A., 2006. "The comonotonicity coefficient: a new measure of positive dependence in a multivariate setting," Working Papers 2006030, University of Antwerp, Faculty of Applied Economics. [Downloadable!]
2. Griselda Deelstra & Alexandre Petkovic & Michèle Vanmaele, 2008. "Pricing and Hedging Asian Basket Spread Options," ECARES Working Papers 2008_004, Université Libre de Bruxelles, Ecares. [Downloadable!]
3. Antonella Campana, 2007. "On Tail Value-at-Risk for sums of non-independent random variables with a generalized Pareto distribution," The Geneva Papers on Risk and Insurance Theory, Springer, vol. 32(2), pages 169-180, December. [Downloadable!] (restricted)
4. J. Marin-Solano (Universitat de Barcelona) & O. Roch (Universitat de Barcelona) & J. Dhaene (Katholieke Univerisiteit Leuven) & C. Ribas (Universitat de Barcelona) & M. Bosch-Princep (Universitat de B, 2009. "Buy-and-Hold Strategies and Comonotonic Approximations," Working Papers in Economics 213, Universitat de Barcelona. Espai de Recerca en Economia. [Downloadable!]
5. Antonella Campana & Paola Ferretti, 2005. "Distortion Risk Measures and Discrete Risks," Game Theory and Information 0510013, EconWPA. [Downloadable!]
6. Antonella Campana & Paola Ferretti, 2006. "On Bounds for Concave Distortion Risk Measures for Sums of Risks," Working Papers 146, Department of Applied Mathematics, University of Venice. [Downloadable!]

Did you know? About five million pdf files are downloaded through RePEc every year.

This page was last updated on 2009-12-30.