Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims |
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Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (English)
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31 July 2015
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asymptotic independence
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capital transfer
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optimal allocation
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