Asymptotics for large claims reinsurance in a time-dependent renewal risk model (Q4576778): Difference between revisions

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Revision as of 01:32, 20 March 2024

scientific article; zbMATH DE number 6900947
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English
Asymptotics for large claims reinsurance in a time-dependent renewal risk model
scientific article; zbMATH DE number 6900947

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    Asymptotics for large claims reinsurance in a time-dependent renewal risk model (English)
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    10 July 2018
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    asymptotics
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    dependence
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    LCR and ECOMOR treaties
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    reinsurance
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    subexponential
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