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Ruin probability for heavy-tailed and dependent losses under reinsurance strategies.

Bükre Yildirim KülekciRalf KornA. Sevtap Selcuk-Kestel
Published in: Math. Comput. Simul. (2024)
Keyphrases
  • heavy tailed
  • large deviations
  • generalized gaussian
  • probability distribution
  • heavy tails
  • multiresolution
  • face detection