Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (Q2516394)

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Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims
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    Asymptotic multivariate finite-time ruin probability with statistically dependent heavy-tailed claims (English)
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    31 July 2015
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    asymptotic independence
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    capital transfer
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    optimal allocation
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