Asymptotic dependence of reinsurance aggregate claim amounts
In this paper we study the asymptotic behaviour of the joint distribution of reinsurance aggregate claim amounts for large values of the retention level under various dependence assumptions.
Year of publication: |
2003-11-01
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Authors: | Mata, Ana J. |
Published in: | |
Publisher: |
International Actuarial Association / Actuarial Studies in Non-Life Insurance |
Subject: | Versicherungsbetriebslehre | insurance management | Rückversicherung | Versicherungswirtschaft |
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