Conditional comonotonicity and its application in actuarial science and financial economics


Grant Data
Project Title
Conditional comonotonicity and its application in actuarial science and financial economics
Principal Investigator
Dr Cheung, Ka Chun   (Principal investigator)
Duration
36
Start Date
2009-10-01
Completion Date
2012-09-30
Amount
520000
Conference Title
Presentation Title
Keywords
conditional comonotonicity, comonotonicity, actuarial science
Discipline
Applied Mathematics,Others - Mathematics
Panel
Physical Sciences (P)
Sponsor
RGC General Research Fund (GRF)
HKU Project Code
HKU 701409P
Grant Type
General Research Fund (GRF)
Funding Year
2009/2010
Status
Completed
All Publications