A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191)
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English | A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks |
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A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (English)
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23 November 2017
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ruin probability
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heavy-tailed distributions
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insurance and financial risks
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asymptotics
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tail dependence
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regular variation
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