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