Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure

Xiaodong Bai, Lixin Song
  • Communication in Statistics- Theory and Methods, May 2012, Taylor & Francis
  • DOI: 10.1080/03610926.2010.549992

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http://dx.doi.org/10.1080/03610926.2010.549992