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~isPartOf:"ASTIN BULLETIN - Vol.33 - No.2 - 2003; 239-263"
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ASTIN BULLETIN - Vol.33 - No.2 - 2003; 239-263
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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.
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