Weighted sums of subexponential random variables and asymtotic dependence between returns on reinsurance equities
Year of publication: |
2004 ; [Elektronische Ressource]
|
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Other Persons: | Geluk, J. L. (contributor) ; Vries, Casper G. de (contributor) |
Publisher: |
Rotterdam : Econometric Institute |
Subject: | Rückversicherung | Reinsurance | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics |
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