A Hybrid Estimate for the Finite-Time Ruin Probability in a Bivariate Autoregressive Risk Model with Application to Portfolio Optimization
2012 ◽
Vol 16
(3)
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pp. 378-397
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2021 ◽
Vol 37
(4)
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pp. 847-857
2013 ◽
Vol 2015
(4)
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pp. 301-318
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2018 ◽
Vol 35
(3)
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pp. 1173-1189
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2013 ◽
Vol 3
(1)
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pp. 249-271
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2019 ◽
pp. 1-12
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Keyword(s):
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2017 ◽
Vol 321
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pp. 143-159
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Keyword(s):