Precise asymptotics of ruin probabilities for a class of...

Statistics & Probability Letters 2020 / 11 Vol. 166

Precise asymptotics of ruin probabilities for a class of multivariate heavy-tailed distributions

Hägele, Miriam
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Volume:
166
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2020.108871
Date:
November, 2020
File:
PDF, 453 KB
2020
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