Extremes and products of multivariate AC-product risks

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      <subfield code="a">Extremes and products of multivariate AC-product risks</subfield>
      <subfield code="c">Yang Yang, Enkelejd Hashorva</subfield>
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      <subfield code="a">With 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</subfield>
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      <subfield code="t">Insurance : mathematics and economics</subfield>
      <subfield code="d">Oxford : Elsevier, 1990-</subfield>
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      <subfield code="g">04/03/2013 Volumen 52 Número 2 - marzo 2013 , p. 312-319</subfield>
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