Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks (Q3395767)
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scientific article; zbMATH DE number 5603460
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| English | Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks |
scientific article; zbMATH DE number 5603460 |
Statements
Asymptotic Tail Probabilities for Large Claims Reinsurance of a Portfolio of Dependent Risks (English)
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13 September 2009
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Archimedean copula
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dependence
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ECOMOR and LCR reinsurance
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tail probability
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