The tail probability of discounted sums of pareto-like losses in insurance

Scandinavian Actuarial Journal

Volumn 2005, Issue 6, 2005, Pages 446-461

  Goovaerts, Marc J ^a,b   Kaas, Rob ^a   Laeven, Roger J A ^a   Tang, Qihe ^a,c   Vernic, Raluca ^a,d  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b UNIVERSITY OF LEUVEN   (Belgium)

^c Civil and Environmental Engineering   (Canada)

^d OVIDIUS UNIVERSITY   (Romania)

Author keywords

(Log)elliptical distribution; (Log)normal variance mean mixed distribution; Asymptotics; Pareto like distribution; Tail probability

Indexed keywords

EID: 85015452955     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461230500361943     Document Type: Article

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