Tail risk driven by investment losses and exogenous shocks

DOI10.1017/asb.2024.25MaRDI QIDQ6668695

Unnamed Author, Qi-he Tang

Publication date: 22 January 2025

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

shockregular variationuniformitytail riskmax-domain of attraction

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

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