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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
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    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 (English)
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    16 January 2009
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    finite-time ruin probabilities
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    ruin theory
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    correlation crisis
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    sub-prime effect
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    processes with dependent increments
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    asymptotic behavior
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    non-stationarity
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    heavy-tailed claim size distribution
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