Parameter estimation of a bivariate compound Poisson process (Q661242): Difference between revisions

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+Ruin estimation in multivariate models with Clayton dependence structure
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+Financial Modelling with Jump Processes
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+The first passage event for sums of dependent Lévy processes with applications to insurance risk
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+Characterization of dependence of multidimensional Lévy processes using Lévy copulas
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+Q3281461
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