Tail asymptotics for the sum of two heavy-tailed dependent risks

Hansjörg Albrecher, Sören Asmussen, Dominik Kortschak

Institute of Discrete Mathematics (5050)

Research output: Contribution to journal › Article › peer-review

1 results

Finished
FWF - Modelle für Versicherung - Mathematical Models for Insurance Risk
Mayer, P., Thonhauser, S. M., Kortschak, D. & Albrecher, H.
1/01/06 → 30/09/09
Project: Research project