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Joint tail of ECOMOR and LCR reinsurance treaties - MaRDI portal

Joint tail of ECOMOR and LCR reinsurance treaties (Q2513625)

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English
Joint tail of ECOMOR and LCR reinsurance treaties
scientific article

    Statements

    title
    Joint tail of ECOMOR and LCR reinsurance treaties (English)
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    author
    Liang Peng
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    publication date
    28 January 2015
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    zbMATH Keywords
    asymptotic dependence
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    claim size
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    joint tail
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    reinsurance treaty
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    extremes
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    Identifiers

    zbMATH DE Number
    6391857
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    OpenAlex ID
    W2091213808
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