Tail approximation for reinsurance portfolios of Gaussian-like risks (Q4576800)
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scientific article; zbMATH DE number 6900963
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| English | Tail approximation for reinsurance portfolios of Gaussian-like risks |
scientific article; zbMATH DE number 6900963 |
Statements
Tail approximation for reinsurance portfolios of Gaussian-like risks (English)
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10 July 2018
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Gaussian-like risks
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proportional reinsurance
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asymptotic independence
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weak tail dependence coefficient
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0.7538707256317139
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0.7533584237098694
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0.740119457244873
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0.7394106984138489
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0.7361109256744385
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