A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks (Q1681191)
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scientific article; zbMATH DE number 6811673
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks |
scientific article; zbMATH DE number 6811673 |
Statements
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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0.9502766
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0.94637346
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0.9433092
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0.9431052
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0.93554986
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0.93412256
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