Seção: ArtigosTítulo: Joint tail of ECOMOR and LCR reinsurance treaties / Liang PengAutor: Peng, LiangNotas: Sumario: Researchers in actuarial sciences have investigated the tail behavior of the LCR and ECOMOR reinsurance treaties separately for managing extreme risks in reinsurance business. In practice, a reinsurance company may possess these two treaties simultaneously. Therefore, investigating the joint tail behavior of these two treaties is practically useful in risk management. This paper derives the asymptotic limit of the joint tail of these two reinsurance treaties under the setup of Jiang and Tang (2008).Registros relacionados: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 01/09/2014 Volumen 58 Número 1 - septiembre 2014 Outras classificações: 6Direitos: In Copyright (InC)Referencias externas:
