Asymptotics of finite-time ruin probabilities with stochastic correlation between heavy-tailed claim amounts

Stéphane Loisel

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Date: 2008-06-10
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Published in WORKSHOP : EVALUATING AND COVERING EXTREME RISKS, Jun 2008, Paris, France

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-00397264

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