The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (Q3108473)

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The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks
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    The Finite-Time Ruin Probability with Dependent Insurance and Financial Risks (English)
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    4 January 2012
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    asymptotics
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    Farlie-Gumbel-Morgenstern distribution
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    maximum domain of attraction
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    finite-time ruin probability
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    subexponential distribution
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