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
Work
Year: 2008
Type: article
Cites: 27
Cited by: 31
Related to: 10
FWCI: 4.842
Citation percentile (by year/subfield): 90.41
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed