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~isPartOf:"ASTIN BULLETIN - Vol.33 - No.2 - 2003; 239-263"
~isPartOf:"Financial Institutions Center"
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ASTIN BULLETIN - Vol.33 - No.2 - 2003; 239-263
Financial Institutions Center
Publikationen der Kölner Forschungsstelle Rückversicherung
31
Risks : open access journal
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Asymptotic dependence of reinsurance aggregate claim amounts
Mata, Ana J.
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2003
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.
Persistent link: https://www.econbiz.de/10005847005
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Customizing reinsurance and cat bonds for natural hazard risks
Croson, David C.
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Kunreuther, Howard
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1999
Persistent link: https://www.econbiz.de/10001427407
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The design of private reinsurance contracts
Baptiste, Eslyn Jean
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Santomero, Anthony M.
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1998
Persistent link: https://www.econbiz.de/10001427591
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