Asymptotic multivariate finite-time ruin probabilities with heavy-tailed claim amounts: Impact of dependence and optimal reserve allocation
Data and Resources
Additional Info
| Field | Value |
|---|---|
| Source | Bulletin Français d'Actuariat |
| Author | Biard, Romain |
| Maintainer | CCSD |
| Last Updated | May 5, 2026, 19:51 (UTC) |
| Created | May 5, 2026, 19:51 (UTC) |
| Identifier | hal-00538571 |
| Language | en |
| Rights | https://about.hal.science/hal-authorisation-v1/ |
| contributor | Laboratoire de Mathématiques de Besançon (UMR 6623) (LMB) ; Centre National de la Recherche Scientifique (CNRS)-Université de Franche-Comté (UFC) ; Université Bourgogne Franche-Comté [COMUE] (UBFC)-Université Bourgogne Franche-Comté [COMUE] (UBFC) |
| creator | Biard, Romain |
| date | 2013-05-05T00:00:00 |
| harvest_object_id | 653884da-856a-4ce1-830e-84a477c6fb3a |
| harvest_source_id | 3374d638-d20b-4672-ba96-a23232d55657 |
| harvest_source_title | test moissonnage SELUNE |
| metadata_modified | 2025-02-18T00:00:00 |
| set_spec | type:ART |