The following pages link to Reinsurance of large claims (Q2571225):
Displaying 18 items.
- Tail asymptotic expansions for \(L\)-statistics (Q477271) (← links)
- Computing the mean and the variance of the cedent's share for largest claims reinsurance covers (Q1023118) (← links)
- Ratios of ordered points of point processes with regularly varying intensity measures (Q1756963) (← links)
- Multivariate matrix-exponential affine mixtures and their applications in risk theory (Q2172057) (← links)
- Asymptotic results for conditional measures of association of a random sum (Q2260940) (← links)
- On a family of risk measures based on largest claims (Q2415968) (← links)
- ECOMOR and LCR reinsurance with gamma-like claims (Q2446002) (← links)
- Analysis of risk measures for reinsurance layers (Q2499842) (← links)
- Joint tail of ECOMOR and LCR reinsurance treaties (Q2513625) (← links)
- Dependence and the asymptotic behavior of large claims reinsurance (Q2518544) (← links)
- Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims (Q2518549) (← links)
- Asymptotics for ratios with applications to reinsurance (Q2644306) (← links)
- Extremes on the discounted aggregate claims in a time dependent risk model (Q3077753) (← links)
- Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes (Q3299447) (← links)
- Asymptotics for large claims reinsurance in a time-dependent renewal risk model (Q4576778) (← links)
- Functional laws for trimmed Lévy processes (Q4684895) (← links)
- On transform orders for largest claim amounts (Q5014308) (← links)
- Stochastic comparisons of largest claim amounts from heterogeneous portfolios (Q6089515) (← links)
