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Search: isPartOf:"ASTIN BULLETIN - Vol.33 - No.2 - 2003; 239-263"
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Rückversicherung
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Versicherungsbetriebslehre
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Versicherungswirtschaft
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insurance management
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Mata, Ana J.
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ASTIN BULLETIN - Vol.33 - No.2 - 2003; 239-263
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Casualty Actuarial Society - Astin Bulletin
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USB Cologne (business full texts)
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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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