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

Romain Biard, Claude Lefèvre, Stéphane Loisel

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Source: Crossref

Published: Dec 1, 2008

DOI: 10.1016/j.insmatheco.2008.08.004

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