Tail approximation for reinsurance portfolios of Gaussian-like risks

Author: Farkas Julia   Hashorva Enkelejd  

Publisher: Taylor & Francis Ltd

E-ISSN: 1651-2030|2015|4|319-331

ISSN: 0346-1238

Source: Scandinavian Actuarial Journal, Vol.2015, Iss.4, 2015-05, pp. : 319-331

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Abstract