Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-013-9375-2
+Normal rank
@@ Property / OpenAlex ID @@
+W2092562591
@@ Property / OpenAlex ID: W2092562591 / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic results for the sum of dependent non-identically distributed random variables
+Normal rank
@@ Property / cites work @@
+Q3560912
@@ Property / cites work: Q3560912 / rank @@
+Normal rank
@@ Property / cites work @@
+Importance sampling techniques for the multidimensional ruin problem for general Markov additive sequences of random vectors
+Normal rank
@@ Property / cites work @@
+Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
+Normal rank
@@ Property / cites work @@
+Multivariate risk model of phase type
@@ Property / cites work: Multivariate risk model of phase type / rank @@
+Normal rank
@@ Property / cites work @@
+Dependence properties and bounds for ruin probabilities in multivariate compound risk models
+Normal rank
@@ Property / cites work @@
+Hitting probabilities and large deviations
@@ Property / cites work: Hitting probabilities and large deviations / rank @@
+Normal rank
@@ Property / cites work @@
+Multivariate Extreme Value Theory And Its Usefulness In Understanding Risk
+Normal rank
@@ Property / cites work @@
+Functional large deviations for multivariate regularly varying random walks
+Normal rank
@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
+Normal rank
@@ Property / cites work @@
+Multirisks model and finite-time ruin probabilities
+Normal rank
@@ Property / cites work @@
+Q3771297
@@ Property / cites work: Q3771297 / rank @@
+Normal rank
@@ Property / cites work @@
+Heavy-Tail Phenomena
@@ Property / cites work: Heavy-Tail Phenomena / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2516394