Extreme dependence of multivariate catastrophic losses

Scandinavian Actuarial Journal

Volumn 2006, Issue 4, 2006, Pages 203-225

  Lescourret, Laurence ^a   Robert, Christian Y ^b  

^a ESSEC BUSINESS SCHOOL   (France)

^b Bioinformatique et Chimie Moléculaire   (France)

Author keywords

Catastrophic losses; Heavy tailed distributions; Multivariate extreme value distributions; Probability of catastrophic events

Indexed keywords

EID: 67349183424     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230600889645     Document Type: Article

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