2004-09-12
Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities
Publication
Publication
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hdl.handle.net/1765/6615 | |
Tinbergen Institute Discussion Paper Series | |
Organisation | Tinbergen Institute |
Geluk, J., & de Vries, C. (2004). Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities (No. TI 04-102/2). Tinbergen Institute Discussion Paper Series. Retrieved from http://hdl.handle.net/1765/6615 |