Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks
Year of publication: |
2014
|
---|---|
Authors: | Liu, Jingchen ; Woo, Jae-kyung |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 1-9
|
Subject: | Multivariate regularly variation | Heavy-tailed increments | Hitting rare set | Lyapunov inequality | Theorie | Theory | Random Walk | Random walk | Multivariate Analyse | Multivariate analysis | Risiko | Risk |
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