1.
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 / Romain Biard, Claude-Lefèvre, Stéphane Loisel
Autor:
BIARD, Romain
Data Publicação:
2008
2.
On finite-time ruin probabilities with reinsurance cycles influenced by large claims / Mathieu Bargès, Stéphane Loisel, Xavier Venel
Autor:
BARGÈS, Mathieu
Data Publicação:
2013
