Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationarity assumptions are relaxed
Year of publication: |
2008
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Authors: | Biard, Romain ; Lefèvre, Claude ; Loisel, Stéphane |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 43.2008, 3, p. 412-422
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