Ruin estimation in multivariate models with Clayton dependence structure
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Publication:5430561
DOI10.1080/03461230500362065zbMath1145.91031MaRDI QIDQ5430561
Claudia Klüppelberg, Yuliya Bregman
Publication date: 16 December 2007
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461230500362065
60G40: Stopping times; optimal stopping problems; gambling theory
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