Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks

Publisher: Cambridge University Press

E-ISSN: 1783-1350|38|1|147-159

ISSN: 0515-0361

Source: ASTIN Bulletin, Vol.38, Iss.1, 2008-05, pp. : 147-159

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract