Robust estimator of the ruin probability in infinite time for heavy-tailed distributions

DOI10.1080/02331888.2024.2402497MaRDI QIDQ6648833

Unnamed Author, Yousri Slaoui, Solym Mawaki Manou-Abi, El Hadji Dème

Publication date: 5 December 2024

Published in: Statistics (Search for Journal in Brave)

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70)

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