A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks
Year of publication: |
March 2017
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Authors: | Chen, Yiqing ; Yuan, Zhongyi |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 73.2017, p. 75-81
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Subject: | Ruin probability | Heavy-tailed distributions | Insurance and financial risks | Asymptotics | Tail dependence | Regular variation | Theorie | Theory | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Portfolio-Management | Portfolio selection |
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