Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
Dimitrios G. Konstantinides, Jinzhu Li
| Year of publication: |
July 2016
|
|---|---|
| Authors: | Konstantinides, Dimitrios G. ; Li, Jinzhu |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 69.2016, p. 38-44
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| Subject: | Asymptotics | Dependence | Multidimensional renewal risk model | Multivariate regular variation | Ruin probability | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Risiko | Risk | Finanzmathematik | Mathematical finance | Risikomodell | Risk model | Multivariate Analyse | Multivariate analysis | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.04.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011530921