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Random time ruin probability for the renewal risk model with heavy-tailed claims - MaRDI portal

Random time ruin probability for the renewal risk model with heavy-tailed claims (Q2379816)

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Random time ruin probability for the renewal risk model with heavy-tailed claims
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    Random time ruin probability for the renewal risk model with heavy-tailed claims (English)
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    22 March 2010
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    renewal risk model
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    random time ruin probability
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    heavy-tailed claims
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    negative dependence
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