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
Keywords: رفتار همدلی; Finite-time ruin probabilities; Ruin theory; Correlation crisis; Sub-prime effect; Processes with dependent increments; Asymptotic behavior; Non-stationarity; Heavy-tailed claim size distribution;