A revisit to tail risk measures in the presence of bivariate regularly varying tailed insurance and financial risks
Consider a discrete-time insurance risk model in which the one-period insurance and financial risks are assumed to be independent and identically distributed random pairs, but a strong dependence structure is allowed to exist between each pair. Recently, Q. Tang and Y. Yang employed a framework of...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2025-07-01
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| Series: | Nonlinear Analysis |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/nonlinear-analysis/article/view/42690 |
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