Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394)
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scientific article; zbMATH DE number 6468737
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| English | Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims |
scientific article; zbMATH DE number 6468737 |
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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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0.9096996188163756
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0.8211131691932678
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0.8207624554634094
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