On the asymptotic distribution of certain bivariate reinsurance treaties-Reference-Cited by-同舟云学术

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On the asymptotic distribution of certain bivariate reinsurance treaties

Published:2007-03 Issue:2 Volume:40 Page:200-208
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Hashorva Enkelejd

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference21 articles.

1. Ammeter, H., 1964. The rating of largest claims reinsurance. Quarterly letter from Allgemeene Reinsurance Companies. Jubilee number 2, pp. 5–17

2. Practical Analysis of Extreme Values;Beirlant,1996

3. Modelling Extremal Events;Embrechts,1997

4. Laws of Small Numbers: Extremes and Rare Events;Falk,1994

5. The Asymptotic Theory of Extreme Order Statistics;Galambos,1987

Cited by 10 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. References;Reinsurance;2017-09-01

2. On extremal behavior of aggregation of largest claims;Communications in Statistics - Theory and Methods;2016-02-26

3. Applications of Extreme Statistics in Science, Engineering, and Economics;Wiley StatsRef: Statistics Reference Online;2015-09-16

4. Aggregation of randomly weighted large risks;IMA Journal of Management Mathematics;2015-08-03

5. Asymptotic results for conditional measures of association of a random sum;Insurance: Mathematics and Economics;2015-01

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