Archimedean copulas in finite and infinite dimensions -- with application to ruin problems (Q654826): Difference between revisions

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+Explicit ruin formulas for models with dependence among risks
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+An algebraic operator approach to the analysis of Gerber-Shiu functions
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+Asymptotics for risk capital allocations based on conditional tail expectation
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+Scale mixtures of Kotz-Dirichlet distributions
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+Q5525727
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+The normal distribution. Characterizations with applications
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+Lower tail dependence for Archimedean copulas: characterizations and pitfalls
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+Convergence of Archimedean copulas
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+Tails of multivariate Archimedean copulas
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+Extreme value theory for space-time processes with heavy-tailed distributions
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+Risk theory for the compound Poisson process that is perturbed by diffusion
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+Q4343010
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+Additivity properties for value-at-risk under archimedean dependence and heavy-tailedness
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+Some families of multivariate symmetric distributions related to exponential distribution
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+Q3995461
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+Statistical Inference Procedures for Bivariate Archimedean Copulas
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+On the regular variation of elliptical random vectors
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+Tail asymptotics under beta random scaling
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+Asymptotics of random contractions
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+Inverse problems for regular variation of linear filters, a cancellation property for \(\sigma\)-finite measures and identification of stable laws
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+From Archimedean to Liouville copulas
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+Non-life insurance mathematics. An introduction with the Poisson process
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+Ruin probabilities in perturbed risk models
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+Metric spaces and completely monontone functions
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+The subexponentiality of products revisited
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+From light tails to heavy tails through multiplier
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+Precise estimates for the ruin probability in finite horizon in a discrete-time model with heavy-tailed insurance and financial risks.
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+Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments
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+Ruin probabilities in a discrete time risk model with dependent risks of heavy tail
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+On the ruin probability in a dependent discrete time risk model with insurance and financial risks
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+A generalized penalty function in the Sparre Andersen risk model with two-sided jumps
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