A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2017.01.005 / rank
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Latest revision as of 03:04, 11 December 2024

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A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
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    A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (English)
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    23 November 2017
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    ruin probability
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    heavy-tailed distributions
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    insurance and financial risks
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    asymptotics
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    tail dependence
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    regular variation
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