Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails

DOI10.1155/2020/9489612zbMATH Open1544.91095MaRDI QIDQ6534696

Publication date: 14 May 2021

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05) Risk models (general) (91B05)

Cites Work

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