Asymptotic multivariate finite-time ruin probabilities with heavy-tailed claim amounts: Impact of dependence and optimal reserve allocation
Year of publication: |
2013
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Authors: | Biard, Romain |
Institutions: | HAL |
Subject: | Multivariate finite-time ruin probabilities | Multivariate regular variation | Capital transfer | Optimal allocation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | View the original document on HAL open archive server: http://hal.archives-ouvertes.fr/hal-00538571 Published, Bulletin Français d'Actuariat, 2013, 13, 26, pp. 79-92 |
Source: |
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