Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims

Publisher: Cambridge University Press

E-ISSN: 1475-6064|45|1|241-273

ISSN: 0001-8678

Source: Advances in Applied Probability, Vol.45, Iss.1, 2013-03, pp. : 241-273

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Abstract