Extremes and products of multivariate AC-product risks
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| Tag | 1 | 2 | Value |
|---|---|---|---|
| LDR | 00000cab a2200000 4500 | ||
| 001 | MAP20130024325 | ||
| 003 | MAP | ||
| 005 | 20130926163544.0 | ||
| 008 | 130731e20130304esp|||p |0|||b|spa d | ||
| 040 | $aMAP$bspa$dMAP | ||
| 084 | $a6 | ||
| 100 | 1 | $0MAPA20130010373$aYang, Yang | |
| 245 | 1 | 0 | $aExtremes and products of multivariate AC-product risks$cYang Yang, Enkelejd Hashorva |
| 520 | $aWith motivation from Tang et al. (2011), in this paper we consider a tractable multivariate risk structure which includes the Sarmanov dependence structure as a special case. We derive several asymptotic results for both the sum and the product of such risk and then present three applications related to actuarial mathematics | ||
| 650 | 4 | $0MAPA20080579258$aCálculo actuarial | |
| 773 | 0 | $wMAP20077100574$tInsurance : mathematics and economics$dOxford : Elsevier, 1990-$x0167-6687$g04/03/2013 Volumen 52 Número 2 - marzo 2013 , p. 312-319 |