A flexible model for actuarial risks under dependence

Albers, Willem, Kallenberg, Wilbert C. M., Lukocius, Viktor . Scandinavian Actuarial Journal 2009. 2009 (2) :152-167

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Bibtex

@article{CIS-238898,
  Author = {Albers, Willem and Kallenberg, Wilbert C. M. and Lukocius, Viktor},
  Title = {A flexible model for actuarial risks under dependence},
  Journal = {Scandinavian Actuarial Journal},
  Volume = {2009},
  Number = {2},
  Year = {2009},
  Pages = {152--167},
  Keywords = {Cumulants, Aggregate claims, Overdispersion, tail event}
}

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