Ruin Probability in Heavy-Tailed Claims with Extreme Value Theory

Date

2021-09-05

Author

Yıldırım Külekci, Bükre
Karabey, Uğur
Kestel, Sevtap Ayşe

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This work is licensed under a Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

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URI

https://publish.illinois.edu/ime-conf-2021a/
https://hdl.handle.net/11511/100546

Conference Name

24th International Congress on Insurance: Mathematics and Economics

Collections

Graduate School of Applied Mathematics, Conference / Seminar

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Citation Formats

B. Yıldırım Külekci, U. Karabey, and S. A. Kestel, “Ruin Probability in Heavy-Tailed Claims with Extreme Value Theory,” Illinois, Amerika Birleşik Devletleri, 2021, vol. 1, Accessed: 00, 2022. [Online]. Available: https://publish.illinois.edu/ime-conf-2021a/.