| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5077082 | Insurance: Mathematics and Economics | 2012 | 10 Pages |
Abstract
⺠We investigate properties of the limiting constants appearing in Alink et al. (2004). ⺠We revisit the asymptotic behavior of CTEs of aggregate risks for the Weibull and Gumbel cases. ⺠The main results complement some results in Alink et al. (2004, 2005), Barbe et al. (2006), and Embrechts et al. (2009).
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Die Chen, Tiantian Mao, Xiaoqing Pan, Taizhong Hu,