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Your search keyword '"Comonotonicity"' showing total 3 results
Start Over Descriptor "Comonotonicity" Language slovenian
3 results on '"Comonotonicity"'

1. Agregiranje komponent solventnostnega kapitala pri premoženjskih zavarovanjih

Author

Prek, Ajda and Perman, Mihael

Subjects
financial mathematics, komonotonost, porazdelitvene funkcije, comonotonicity, stohastične ureditve, finančna matematika, udc:519.22, kopule, solvency capital, distriburion functions, copula, actuarial sciences, aktuarska znanost, solventnostni kapital, stochastic orderings, tveganje, risk
Published
2018

2. Optimizacija strategij super-varovanja

Author

Šifrer, Miha and Perman, Mihael

Subjects
udc:519.8, finančna matematika, matematika, mathematics, call option, strategija super-varovanja, super-replicating strategy, komonotonost, comonotonicity, nakupna opcija
Published
2018

3. Koncept komonotonosti v aktuarstvu in financah

Author

Prek, Ajda and Prezelj-Perman, Jasna

Subjects
stohastične ureditve, finančna matematika, financial mathematics, distribution functions, komonotonost, porazdelitvene funkcije, actuarial sciences, aktuarska znanost, stochastic orderings, comonotonicity, udc:51
Published
2017

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