Back to overview

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
Show all

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