The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (Q2514617)

From MaRDI portal
scientific article
Language Label Description Also known as
English
The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks
scientific article

    Statements

    The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks (English)
    0 references
    0 references
    0 references
    3 February 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    asymptotics
    0 references
    dependence
    0 references
    finite-time ruin probability
    0 references
    heavy-tailed distribution
    0 references
    insurance and financial risks
    0 references
    product
    0 references
    0 references
    0 references
    0 references
    0 references