Inge Koch
Ph.D. Universiteit Antwerpen 2007
Dissertation:
Comonotonicity and beyond: application to truncate interest rates and construction of a comonotonicity measure
Mathematics Subject Classification: 60—Probability theory and stochastic processes
Advisor 1: Ann De Schepper
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 150114 for the advisor ID.