Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
| Year of publication: |
2006
|
|---|---|
| Authors: | Geluk, J.L. ; De Vries, C.G. |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 38.2006, 1, p. 39-56
|
| Publisher: |
Elsevier |