Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities
Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities
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DOI:
10.1016/j.insmatheco.2005.06.010
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发表时间:
2004-11
影响因子:
1.9
通讯作者:
J. Geluk;C. G. Vries
中科院分区:
文献类型:
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作者:
J. Geluk;C. G. Vries