7 research outputs found

    An Overview of Comonotonicity and Its Applications in Finance and Insurance

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    Over the last decade, it has been shown that the concept of comonotonicity is a helpful tool for solving several research and practical problems in the domain of finance and insurance. In this chapter, we give an extensive bibliographic overview --- without claiming to be complete --- of the developments of the theory of comonotonicity and its applications, with an emphasis on the achievements in the period 2004-2010. These applications range from pricing and hedging of derivatives over risk management to life insurance

    Acyl-Lipid Metabolism

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