Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940)
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scientific article; zbMATH DE number 5060800
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| English | Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities |
scientific article; zbMATH DE number 5060800 |
Statements
Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (English)
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5 October 2006
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subexponentiality
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regular variation
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systemic risk
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0.854495644569397
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0.8243253827095032
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0.8211285471916199
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0.8161098957061768
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