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Asymptotics of random contractions
10.1016/j.insmatheco.2010.08.006
000284812300014
Hashorva
E.
author
Pakes
A.G.
author
Tang
Q.
author
article
2010
Insurance: Mathematics and Economics
0167-6687
journal
47
3
405-414
Random contractions
Random scaling
Conditional tail expectation
Elliptical distributions
Spherical distributions
Subexponential distributions
Max domain of attraction
Risk aggregation
Ruin probability
eng
60_published
peer-reviewed