Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (Q343963)

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Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims
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    Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims (English)
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    21 November 2016
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    asymptotics
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    dependence
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    multidimensional renewal risk model
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    multivariate regular variation
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    ruin probability
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