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Asymptotic results for conditional measures of association of a random sum
Asimit, Alexandru V.
;
Chen, Yiqing
- In:
Insurance / Mathematics & economics
60
(
2015
),
pp. 11-18
Persistent link: https://www.econbiz.de/10010484845
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Aggregation of randomly weighted large risks
Asimit, Alexandru V.
;
Hashorva, Enkelejd
;
Kortschak, Dominik
- In:
IMA journal of management mathematics
28
(
2017
)
3
,
pp. 403-419
Persistent link: https://www.econbiz.de/10011774250
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3
Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks
Asimit, Alexandru Vali
-
2013
Persistent link: https://www.econbiz.de/10013076306
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