Large deviations for a class of multivariate heavy-tailed risk processes used in insurance and finance
Year of publication: |
2021
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Authors: | Hägele, Miriam ; Lehtomaa, Jaakko |
Published in: |
Journal of risk and financial management : JRFM. - Basel : MDPI, ISSN 1911-8074, ZDB-ID 2739117-6. - Vol. 14.2021, 5, Art.-No. 202, p. 1-18
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Subject: | elliptical distribution | large deviations | multivariate random walk | subexponential distribution | Theorie | Theory | Statistische Verteilung | Statistical distribution | Wahrscheinlichkeitsrechnung | Probability theory | Multivariate Analyse | Multivariate analysis | Random Walk | Random walk |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/jrfm14050202 [DOI] hdl:10419/239618 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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