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Risk analysis of a multivariate aggregate loss model with dependence
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- Journal:
- Annals of Actuarial Science , First View
- Published online by Cambridge University Press:
- 14 May 2024, pp. 1-22
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EVALUATING THE TAIL RISK OF MULTIVARIATE AGGREGATE LOSSES
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- Journal:
- ASTIN Bulletin: The Journal of the IAA / Volume 52 / Issue 3 / September 2022
- Published online by Cambridge University Press:
- 15 July 2022, pp. 921-952
- Print publication:
- September 2022
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