A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191)

From MaRDI portal
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
    0 references
    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
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references