Uniform asymptotics for ruin probabilities of a time-dependent renewal risk model with dependence structures and stochastic returns
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Cites work
- scientific article; zbMATH DE number 4000257 (Why is no real title available?)
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Cited in
(5)- Asymptotic ruin probabilities for a dependent renewal risk model with general investment returns and CMC simulations
- scientific article; zbMATH DE number 6746497 (Why is no real title available?)
- Uniform asymptotics for finite-time ruin probability in a dependent risk model with general stochastic investment return process
- Ruin probability of renewal risk model with stochastic investment returns and one-sided linear time-dependent claims
- Uniform asymptotics for the ruin probability in a dependent risk model
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