Ruin under light-tailed or moderately heavy-tailed insurance risks interplayed with financial risks
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Publication:6164841
DOI10.1007/S11009-023-10008-3zbMATH Open1514.62204MaRDI QIDQ6164841FDOQ6164841
Authors:
Publication date: 4 July 2023
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Recommendations
- Interplay of insurance and financial risks in a discrete-time model with strongly regular variation
- The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks
- Asymptotics for the finite-time ruin probability in a discrete-time risk model with dependent insurance and financial risks
- Interplay of financial and insurance risks in dependent discrete-time risk models
- Interplay of subexponential and dependent insurance and financial risks
Actuarial mathematics (91G05) Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cited In (3)
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