Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims
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Publication:2168589
DOI10.1016/j.amc.2022.127436OpenAlexW4288032423WikidataQ114210794 ScholiaQ114210794MaRDI QIDQ2168589
Ming Cheng, Ding Cheng Wang, Dimitrios G. Konstantinides
Publication date: 26 August 2022
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2022.127436
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