Asymptotic behavior of the finite-time ruin probability in a dependent risk model with stochastic return and perturbation

Authors Yang Yang, Shaoying Chen, Dongya Cheng

Publication date 29 July 2024

Published in Advances in Mathematics (Beijing) (Search for Journal in Brave)

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Risk models (general) (91B05)

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