Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure (Q2920000): Difference between revisions

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+https://doi.org/10.1080/03610926.2010.549992
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+W2119584480
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+Exponential Behavior in the Presence of Dependence in Risk Theory
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+On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula
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