The finite-time ruin probability with heavy-tailed and dependent insurance and financial risks
Ying Sun; Li Wei
| Year of publication: |
2014
|
|---|---|
| Authors: | Sun, Ying ; Wei, Li |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 178-183
|
| Subject: | Asymptotics | Dependence | Finite-time ruin probability | Heavy-tailed distribution | Insurance and financial risks | Product | Risiko | Risk | Wahrscheinlichkeitsrechnung | Probability theory | Theorie | Theory | Risikomodell | Risk model | Versicherungsmathematik | Actuarial mathematics | Versicherung | Insurance | Statistische Verteilung | Statistical distribution |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010469138