Keywords:
Marshall-Olkin Distribution
Copula functions
Fuzzy measures
Derivative and structured product
American options
1. The problem of pricing and hedging American options in incomplete markets
2. Analysis of the dependence structure between random variables: copulas.
3. Modeling intertemporal dependence in Markov processes using copula functions: applications to credit risk and financial asset modeling.
4. Extensions of the Marshall-Olkin distribution and copula with applications to insurance.
5. Fuzzy measures: applications in determining bid and ask prices of financial options.
6. Generalizations of the lack-of-memory property with applications to insurance.
7. Fuzzy measures and pseudo-calculus
