Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
Year of publication: |
2006
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---|---|
Authors: | Geluk, J.L. ; De Vries, C.G. |
Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 38.2006, 1, p. 39-56
|
Publisher: |
Elsevier |
Saved in:
Online Resource
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