Some asymptotic results for sums of dependent random variables, with actuarial applications

Insurance: Mathematics and Economics

Volumn 37, Issue 2 SPEC. ISS., 2005, Pages 154-172

  Laeven, Roger J A ^a   Goovaerts, Marc J ^a,b   Hoedemakers, Tom ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

Asymptotics; Heavy tailed distributions; Stochastic dependence; Sums of random variables

Indexed keywords

EID: 26844529718     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.insmatheco.2005.05.009     Document Type: Article

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