Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions
Author:
Funder
University of Helsinki
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference13 articles.
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Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Uniform asymptotics for ruin probabilities of multidimensional risk models with stochastic returns and regular variation claims;Communications in Statistics - Theory and Methods;2022-02-07
2. Large Deviations for a Class of Multivariate Heavy-Tailed Risk Processes Used in Insurance and Finance;Journal of Risk and Financial Management;2021-05-02
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