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
Professor Cheung, Ka Chun
(Principal Investigator (PI))
Duration
36
Start Date
2009-10-01
Amount
520000
Conference Title
Conditional comonotonicity and its application in actuarial science and financial economics
Presentation Title
Keywords
actuarial science, comonotonicity, conditional comonotonicity
Discipline
Applied Mathematics,Others - Mathematics
Panel
Physical Sciences (P)
HKU Project Code
HKU 701409P
Grant Type
General Research Fund (GRF)
Funding Year
2009
Status
Completed
All Publications
| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Optimal reinsurance revisited - A geometric approach Journal:ASTIN Bulletin | 2010 | 166 |