Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities

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Keywords	asymptotic dependence, regular variation, subexponentiality, systemic risk
Persistent URL	hdl.handle.net/1765/6615
Series	Tinbergen Institute Discussion Paper Series
Organisation	Tinbergen Institute
Citation APA APA Style APA-ALL Style AAA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Geluk, J.& de Vries, C. (2004). Weighted Sums of Subexponential Random Variables and Asymptotic Dependence between Returns on Reinsurance Equities. In Tinbergen Institute Discussion Paper Series (TI 04-102/2).http://hdl.handle.net/1765/6615

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