Ruin Probability in Heavy-Tailed Claims with Extreme Value Theory


Yildirim Külekci B., Karabey U., Kestel A. S.

24th International Congress on Insurance: Mathematics and Economics, Illinois, United States Of America, 5 - 09 September 2021, vol.1, no.1, pp.101

  • Publication Type: Conference Paper / Summary Text
  • Volume: 1
  • City: Illinois
  • Country: United States Of America
  • Page Numbers: pp.101
  • Middle East Technical University Affiliated: Yes