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

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+Extremes on the discounted aggregate claims in a time dependent risk model
+Normal rank
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+Asymptotics for risk capital allocations based on conditional tail expectation
+Normal rank
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+Dependence and the asymptotic behavior of large claims reinsurance
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+Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks
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+Precise large deviations of aggregate claims in a size-dependent renewal risk model
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+Q4343010
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+An Introduction to Heavy-Tailed and Subexponential Distributions
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+Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
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+Reinsurance of large claims
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+Asymptotics in a time-dependent renewal risk model with stochastic return
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+An introduction to copulas.
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