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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