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Title:

Ruin estimation in multivariate models with Clayton dependence structure.

Document type:
Zeitschriftenaufsatz
Author(s):
Bregman, Y., Klüppelberg, C.
Journal title:
Scand. Act. J.
Year:
2005
Journal volume:
2005
Journal issue:
6
Pages contribution:
462-480
Language:
en
Fulltext / DOI:
doi:10.1080/03461230500362065
Status:
Verlagsversion / published
TUM Institution:
Lehrstuhl für Mathematische Statistik
Format:
Text
 BibTeX