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Dependence and the asymptotic behavior of large claims reinsurance - MaRDI portal

Dependence and the asymptotic behavior of large claims reinsurance (Q2518544)

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Dependence and the asymptotic behavior of large claims reinsurance
scientific article

    Statements

    title
    Dependence and the asymptotic behavior of large claims reinsurance (English)
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    author
    Alexandru V. Asimit
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    Bruce L. Jones
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    publication date
    16 January 2009
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    zbMATH Keywords
    dependence
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    ECOMOR and LCR reinsurance
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    long-tailed distribution
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    tail probability
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    Identifiers

    zbMATH DE Number
    5493033
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    OpenAlex ID
    W3122244039
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