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Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims - MaRDI portal

Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (Q2518549)

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Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
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    Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (English)
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    16 January 2009
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    asymptotics
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    convolution-equivalence
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    exponential distribution
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    LCR and ECOMOR treaties
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    reinsurance
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    tail probability
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