Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities

JL (Jaap) Geluk, Casper de Vries

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Number of pages25
EditionEconometric Institute EI 2004-47
Publication statusPublished - 2004

Publication series

SeriesEconometric Institute
VolumeEI 2004-47

Cite this