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Tail approximation for reinsurance portfolios of Gaussian-like risks

Type of publication Peer-reviewed
Publikationsform Original article (peer-reviewed)
Publication date 2015
Author Farkas Julia, Hashorva Enkelejd,
Project Extremes of Gaussian Processes and Related Random Fields
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Original article (peer-reviewed)

Journal Scandinavian Actuarial Journal
Volume (Issue) 4
Page(s) 319 - 331
Title of proceedings Scandinavian Actuarial Journal
DOI 10.1080/03461238.2013.825639

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