Bounds on the Tails of Convolutions of Compound Distributions

Abstract
Reinsurance Research - Loss Distributions, Size of
Volume
18:1
Page
29-34
Year
1996
Categories
Financial and Statistical Methods
Loss Distributions
Extreme Values
Financial and Statistical Methods
Aggregation Methods
Business Areas
Reinsurance
Publications
Insurance: Mathematics & Economics
Authors
Xiadong Sheldon Lin
Gordon E Willmot