Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (Q3077737)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities in a discrete time risk model with dependent risks of heavy tail |
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Ruin probabilities in a discrete time risk model with dependent risks of heavy tail (English)
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22 February 2011
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discrete time risk model
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ruin probability
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regular variation
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distributions
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index of upper tail dependence
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copula
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net loss
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