C.Y. Robert

Discipline

Economies et finances (1)

Type de document

Co-auteur

J.-L. Teugels

H. Albrecher

Date

Source

Serveur académique Lausannois (1)

Mot-clé

puits (1) temps (durée) (1) distribution (1) index (1) Claims (1) Insurance claims (1) Value (1) Time (1) Tail (1) Securities (1) Reinsurance (1) Random variables (1) Process (Law) (1) Investments (1) Insurance policies (1) Infinite (1) Claims (1) Ammeters (1) Number (1) répertoire (1)

Documents écrit par C.Y. Robert (1) | parle de C.Y. Robert (0)

Joint asymptotic distributions of smallest and largest insurance claims

H. Albrecher et al. (2014)