Asymptotics for large claims reinsurance in a time-dependent renewal risk model (Q4576778)
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scientific article; zbMATH DE number 6900947
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| English | Asymptotics for large claims reinsurance in a time-dependent renewal risk model |
scientific article; zbMATH DE number 6900947 |
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Asymptotics for large claims reinsurance in a time-dependent renewal risk model (English)
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10 July 2018
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asymptotics
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dependence
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LCR and ECOMOR treaties
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reinsurance
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subexponential
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0.9226641058921814
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0.8477573394775391
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0.8362447619438171
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0.8358839750289917
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0.8347553014755249
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