Dependence properties and bounds for ruin probabilities in multivariate compound risk models

By Jun Cai, Haijun Li. 2007

59 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/52e727c4fd89cc38b689b7a5e3a8950d2f477854