Joint tail of ECOMOR and LCR reinsurance treaties
Liang Peng
| Year of publication: |
2014
|
|---|---|
| Authors: | Peng, Liang |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 58.2014, p. 116-120
|
| Subject: | Asymptotic dependence | Claim size | Joint tail | Reinsurance treaty | Extremes | Rückversicherung | Reinsurance | Theorie | Theory | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010437592