A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 05:13, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks |
scientific article |
Statements
A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (English)
0 references
23 November 2017
0 references
ruin probability
0 references
heavy-tailed distributions
0 references
insurance and financial risks
0 references
asymptotics
0 references
tail dependence
0 references
regular variation
0 references
