Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
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
|
Subject: | Asymptotics | Dependence | Multidimensional renewal risk model | Multivariate regular variation | Ruin probability | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risikomodell | Risk model | Multivariate Analyse | Multivariate analysis | Finanzmathematik | Mathematical finance | Statistische Verteilung | Statistical distribution |
-
Li, Jinzhu, (2016)
-
Yang, Haizhong, (2014)
-
Asymptotics for a time-dependent by-claim model with dependent subexponential claims
Yuan, Meng, (2023)
- More ...
-
Risk theory : a heavy tail approach
Konstantinides, Dimitrios G., (2018)
-
Precise large deviations for subexponential distributions in a multi risk model
Konstantinides, Dimitrios G., (2018)
-
Risk measures in ordered normed linear spaces with non-empty cone-interior
Konstantinides, Dimitrios G., (2011)
- More ...