scientific article; zbMATH DE number 5018538

zbMATH Open1084.62550MaRDI QIDQ5201006FDOQ5201006

Raluca Vernic

Publication date: 12 April 2006

Full work available at URL: https://eudml.org/doc/125821

Title of this publication is not available (Why is that?)

zbMATH Keywords

asymptoticstail probabilitydependent riskcompound modelPareto-like distributionlogonormal distribution

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (1)

• Some problems in actuarial finance involving sums of dependent risks

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