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 Style AAA Style APA 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 (No. TI 04-102/2). Tinbergen Institute Discussion Paper Series. Retrieved from http://hdl.handle.net/1765/6615

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