Continuity inequalities for multidimensional renewal risk models
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Publication:1799633
DOI10.1016/j.insmatheco.2018.06.005zbMath1416.91180OpenAlexW2808988074MaRDI QIDQ1799633
P. Vázquez-Ortega, Evgueni I. Gordienko
Publication date: 19 October 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2018.06.005
probability metricstotal variation distancemultidimensional renewal risk modelapproximating risk modelcontinuity inequalities for surplus process
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