Joint tail of ECOMOR and LCR reinsurance treaties (Q2513625)
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scientific article; zbMATH DE number 6391857
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Joint tail of ECOMOR and LCR reinsurance treaties |
scientific article; zbMATH DE number 6391857 |
Statements
Joint tail of ECOMOR and LCR reinsurance treaties (English)
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28 January 2015
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asymptotic dependence
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claim size
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joint tail
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reinsurance treaty
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extremes
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0.8527288436889648
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0.8507432341575623
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0.8276205062866211
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0.8258703351020813
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0.7922534346580505
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