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ECOMOR and LCR reinsurance with gamma-like claims - MaRDI portal

ECOMOR and LCR reinsurance with gamma-like claims (Q2446002)

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scientific article
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ECOMOR and LCR reinsurance with gamma-like claims
scientific article

    Statements

    title
    ECOMOR and LCR reinsurance with gamma-like claims (English)
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    author
    Enkelejd Hashorva
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    Jinzhu Li
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    publication date
    15 April 2014
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    zbMATH Keywords
    asymptotics
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    gamma-tail distributions
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    reinsurance
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    LCR and ECOMOR treaties
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    tail probabilities
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    Identifiers

    Mathematics Subject Classification ID
    62P05
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    62E20
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    62G32
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    91B30
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    zbMATH DE Number
    6285078
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    OpenAlex ID
    W2093427832
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