Asymptotic ruin probabilities for a multidimensional renewal risk model with multivariate regularly varying claims

By Dimitrios G. Konstantinides, Jinzhu Li. 2016

47 citations recorded by the source corpus.

Subfields: Demography, Finance, Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/f6a4fc10028cf873976ccf9381cd7513533892ae