Asymptotic Dependence of Reinsurance Aggregate Claim Amounts (Q4661682)
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scientific article; zbMATH DE number 2149143
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Dependence of Reinsurance Aggregate Claim Amounts |
scientific article; zbMATH DE number 2149143 |
Statements
Asymptotic Dependence of Reinsurance Aggregate Claim Amounts (English)
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30 March 2005
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dependent risks
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excess of loss
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reinsurance layers
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multivariate Panjer recursion
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