Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model

From MaRDI portal
Publication:2979013

DOI10.1080/03610926.2014.1000499zbMath1364.91068OpenAlexW2467615096MaRDI QIDQ2979013

Ke Ang Fu, Jie Li

Publication date: 2 May 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2014.1000499



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).




Cites Work


This page was built for publication: Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model