ECOMOR and LCR reinsurance with gamma-like claims (Q2446002): Difference between revisions

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+Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks
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+Q4726487
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+Q4343010
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+On the asymptotic distribution of certain bivariate reinsurance treaties
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+Exact tail asymptotics in bivariate scale mixture models
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+Asymptotics of random contractions
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+Regularly varying functions
@@ Property / cites work: Regularly varying functions / rank @@
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+Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
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+Second order tail asymptotics for the sum of dependent, tail-independent regularly varying risks
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+Reinsurance of large claims
@@ Property / cites work: Reinsurance of large claims / rank @@
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+Convolution equivalence and infinite divisibility
@@ Property / cites work: Convolution equivalence and infinite divisibility / rank @@
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+Q4864754
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+Q3771297
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+Extreme value theory for moving average processes
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+A ratio limit theorem for the tails of weighted sums
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+Q5797478
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