On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847): Difference between revisions
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Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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Property / Mathematics Subject Classification ID: 60K10 / rank | |||
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Property / zbMATH DE Number: 6579264 / rank | |||
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bidimensional risk model | |||
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consistent variation | |||
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finite-time ruin probability | |||
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Lévy process | |||
Property / zbMATH Keywords: Lévy process / rank | |||
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stochastic return | |||
Property / zbMATH Keywords: stochastic return / rank | |||
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Revision as of 18:45, 27 June 2023
scientific article
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English | On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims |
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Statements
On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (English)
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11 May 2016
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bidimensional risk model
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consistent variation
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finite-time ruin probability
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Lévy process
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stochastic return
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