A revisit to asymptotic ruin probabilities for a bidimensional renewal risk model (Q1644178): Difference between revisions

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+Extremes on the discounted aggregate claims in a time dependent risk model
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+Asymptotics for risk capital allocations based on conditional tail expectation
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+Dependence and the asymptotic behavior of large claims reinsurance
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+Continuous Bivariate Distributions
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+Uniform asymptotics for the finite-time ruin probabilities of two kinds of nonstandard bidimensional risk models
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+Asymptotics for the ruin probabilities of a two-dimensional renewal risk model with heavy-tailed claims
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+The infinite-time ruin probability for a bidimensional renewal risk model with constant force of interest and dependent claims
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+Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model
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+Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims
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+Asymptotic ruin probabilities for a discrete-time risk model with dependent insurance and financial risks
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+Asymptotic finite-time ruin probability for a bidimensional renewal risk model with constant interest force and dependent subexponential claims
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+Q129931485
@@ Property / Wikidata QID: Q129931485 / rank @@
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