On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims (Q281847)
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scientific article; zbMATH DE number 6579264
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| English | On joint ruin probability for a bidimensional Lévy-driven risk model with stochastic returns and heavy-tailed claims |
scientific article; zbMATH DE number 6579264 |
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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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0.873663604259491
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0.87086421251297
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0.8430546522140503
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0.840908944606781
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0.8394560813903809
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