Article:
Buy and hold strategies and comonotonic approximations
Authors:
J. Marín-Solano, O. Roch, J. Dhaene, C. Ribas, M. Bosch-Príncep and S. Vanduffel
Journal:
Belgian Actuarial Bulletin
URL:
http://www.belgianactuarialbulletin.be/articles/vol09/03-Marin.pdf
