Practical approximations for multivariate characteristics of risk processes
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Publication:1974037
DOI10.1016/S0167-6687(99)00023-2zbMath0946.91026MaRDI QIDQ1974037
Publication date: 8 May 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
recursive procedure; power series expansions; multiple integrals; double Laplace transforms; finite time multivariate ruin probability
Uses Software
Cites Work
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