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Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationary assumptions are relaxed

par Lefèvre, Claude ;Biard, R.;Loisel, St.
Référence Insurance. Mathematics & economics, 43, page (412-421)
Publication Publié, 2008

Article révisé par les pairs

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Titre:	Impact of correlation crises in risk theory: Asymptotics of finite-time ruin probabilities for heavy-tailed claim amounts when some independence and stationary assumptions are relaxed
Auteur:	Lefèvre, Claude; Biard, R.; Loisel, St.
Informations sur la publication:	Insurance. Mathematics & economics, 43, page (412-421)
Statut de publication:	Publié, 2008
Sujet CREF:	Sciences actuarielles
Langue:	Anglais
Identificateurs:	urn:issn:0167-6687