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Asymptotic Dependence of Reinsurance Aggregate Claim Amounts - MaRDI portal

Asymptotic Dependence of Reinsurance Aggregate Claim Amounts

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Publication:4661682

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DOI10.2143/AST.33.2.503692zbMath1095.91035MaRDI QIDQ4661682

Ana J. Mata

Publication date: 30 March 2005

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

dependent risks reinsurance layers excess of loss multivariate Panjer recursion

Mathematics Subject Classification ID

Cites Work

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