Joint tail of ECOMOR and LCR reinsurance treaties
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Publication:2513625
DOI10.1016/j.insmatheco.2014.06.013zbMath1304.91126OpenAlexW2091213808MaRDI QIDQ2513625
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.06.013
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Related Items (3)
On some new dependence models derived from multivariate collective models in insurance applications ⋮ Finite-time ruin probabilities under large-claim reinsurance treaties for heavy-tailed claim sizes ⋮ Asymptotic results for conditional measures of association of a random sum
Cites Work
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- ECOMOR and LCR reinsurance with gamma-like claims
- Dependence and the asymptotic behavior of large claims reinsurance
- Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims
- Reinsurance of large claims
- A property of the generalized inverse Gaussian distribution with some applications
- Largest Claims Reinsurance Premiums under Possible Claims Dependence
- Statistics for near independence in multivariate extreme values
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