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A revisit to ruin probabilities in the presence of heavy-tailed insurance and financial risks

Yiqing Chen, Zhongyi Yuan
Year2017
VenueInsurance Mathematics and Economics
Typearticle
Citations22
DOI10.1016/j.insmatheco.2017.01.005
OpenAlexW2583349318

Topics

Probability and Risk ModelsIndependent and identically distributed random variablesRuin theoryMathematicsHeavy-tailed distributionRisk model