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On the asymptotic distribution of certain bivariate reinsurance treaties

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  • Hashorva, Enkelejd

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  • Hashorva, Enkelejd, 2007. "On the asymptotic distribution of certain bivariate reinsurance treaties," Insurance: Mathematics and Economics, Elsevier, vol. 40(2), pages 200-208, March.
    • Handle: RePEc:eee:insuma:v:40:y:2007:i:2:p:200-208
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    References listed on IDEAS

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    1. Hüsler, Jürg, 1990. "Multivariate extreme values in stationary random sequences," Stochastic Processes and their Applications, Elsevier, vol. 35(1), pages 99-108, June.
    2. Hashorva, Enkelejd, 2004. "Bivariate maximum insurance claim and related point processes," Statistics & Probability Letters, Elsevier, vol. 69(2), pages 117-128, August.
    3. Hashorva, Enkelejd, 2003. "On the number of near-maximum insurance claim under dependence," Insurance: Mathematics and Economics, Elsevier, vol. 32(1), pages 37-49, February.
    4. Hüsler, J., 1994. "Maxima of bivariate random vectors: Between independence and complete dependence," Statistics & Probability Letters, Elsevier, vol. 21(5), pages 385-394, December.
    5. Hsing, Tailen, 1988. "On the extreme order statistics for a stationary sequence," Stochastic Processes and their Applications, Elsevier, vol. 29(1), pages 155-169.
    6. Novak, S. Y., 2002. "Multilevel clustering of extremes," Stochastic Processes and their Applications, Elsevier, vol. 97(1), pages 59-75, January.
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    Cited by:

    1. Nadarajah, Saralees, 2013. "Expansions for bivariate extreme value distributions," Statistics & Probability Letters, Elsevier, vol. 83(3), pages 744-752.
    2. Asimit, Alexandru V. & Chen, Yiqing, 2015. "Asymptotic results for conditional measures of association of a random sum," Insurance: Mathematics and Economics, Elsevier, vol. 60(C), pages 11-18.
    3. Hashorva, Enkelejd & Li, Jinzhu, 2013. "ECOMOR and LCR reinsurance with gamma-like claims," Insurance: Mathematics and Economics, Elsevier, vol. 53(1), pages 206-215.
    4. Jiang, Jun & Tang, Qihe, 2008. "Reinsurance under the LCR and ECOMOR treaties with emphasis on light-tailed claims," Insurance: Mathematics and Economics, Elsevier, vol. 43(3), pages 431-436, December.

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