scientific article; zbMATH DE number 5018538

MaRDI QIDQ5201006zbMATH OpenFDO

Authors Raluca Vernic

Publication date 12 April 2006

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

zbMATH Keywords

asymptoticstail probabilitydependent riskcompound modelPareto-like distributionlogonormal distribution

Mathematics Subject Classification ID

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

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Cited in

(4)

• Some asymptotic results for sums of dependent random variables, with actuarial applications
• On a method for the approximation of the sums of random variables in actuarial finance
• A flexible model for actuarial risks under dependence
• Some problems in actuarial finance involving sums of dependent risks

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