Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
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Publication:2515517
DOI10.3150/14-BEJ625zbMath1336.91048arXiv1507.07673OpenAlexW1795445206MaRDI QIDQ2515517
Publication date: 5 August 2015
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.07673
asymptoticstail probabilitiesfinancial riskconvolution equivalenceinsurance riskruin probabilities(strongly) regular variation
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