Centro de Documentacion de Fundación MAPFRE - Extremes and products of multivariate AC-product risks

Notes: Sumario: 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 mathematicsRelated records: En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 04/03/2013 Volumen 52 Número 2 - marzo 2013 , p. 312-319Materia / lugar / evento: Cálculo actuarial Other categories: 6

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