Interplay of insurance and financial risks in a stochastic environment
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Publication:5376478
DOI10.1080/03461238.2019.1573753zbMath1411.91316OpenAlexW2915762819WikidataQ128312378 ScholiaQ128312378MaRDI QIDQ5376478
Publication date: 10 May 2019
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2019.1573753
uniformitystochastic orderingasymptotic estimatesruin probabilitystochastic environmentbivariate regular variation
Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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