On the (in-)dependence between financial and actuarial risks
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DOI: 10.1016/j.insmatheco.2013.03.003
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References listed on IDEAS
- Dhaene, J. & Denuit, M. & Goovaerts, M. J. & Kaas, R. & Vyncke, D., 2002. "The concept of comonotonicity in actuarial science and finance: theory," Insurance: Mathematics and Economics, Elsevier, vol. 31(1), pages 3-33, August.
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Keywords
Independence; Real-world probability measure P; Risk-neutral probability measure Q; Financial risks; Actuarial risks; Insurance securitization;All these keywords.
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