Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities
Work
Year: 2005
Type: article
Authors Jaap Geluk, Casper G. de Vries
Institutions Erasmus University Rotterdam, Tinbergen Institute
Cites: 38
Cited by: 23
Related to: 10
FWCI: 6.983
Citation percentile (by year/subfield): 86.5
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: green