Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (Q2979013)
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English | Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model |
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Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model (English)
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2 May 2017
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discounted aggregate claims
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dominatedly varying tail
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long tail
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time-dependent risk model
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uniformity
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