Asymptotic Dependence of Reinsurance Aggregate Claim Amounts (Q4661682)
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scientific article; zbMATH DE number 2149143
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| default for all languages | No label defined |
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| English | Asymptotic Dependence of Reinsurance Aggregate Claim Amounts |
scientific article; zbMATH DE number 2149143 |
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Asymptotic Dependence of Reinsurance Aggregate Claim Amounts (English)
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30 March 2005
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dependent risks
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excess of loss
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reinsurance layers
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multivariate Panjer recursion
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0.94231576
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0.9151494
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0.90235674
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0.89511675
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0.8831418
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0.87807584
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0.8772335
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0.87697464
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0.87622154
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