Asymptotic ruin probabilities for a two-dimensional risk model with dependent claims and stochastic return

DOI10.1080/03610926.2023.2232906MaRDI QIDQ6579745FDOQ6579745

Publication date: 26 July 2024

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

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory of statistical distributions (62E10)

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