Multivariate risk models under heavy-tailed risks (Q6570582)
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scientific article; zbMATH DE number 7879466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate risk models under heavy-tailed risks |
scientific article; zbMATH DE number 7879466 |
Statements
Multivariate risk models under heavy-tailed risks (English)
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10 July 2024
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multivariate risk model
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regular variation
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ruin probability
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copula
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tail dependence function
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