Asymptotic ruin probabilities for a bidimensional renewal risk model with constant interest rate and dependent claims (Q2515126): Difference between revisions
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English | 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 bidimensional renewal risk model with constant interest rate and dependent claims (English)
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11 February 2015
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asymptotic dependence
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asymptotic independence
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bidimensional renewal risk model
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copula
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regular variation
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ruin probability
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