Asymptotics for ruin probabilities of a dependent delayed-claim risk model with general investment returns and diffusion
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Publication:6550287
DOI10.1080/17442508.2024.2317286zbMATH Open1539.62313MaRDI QIDQ6550287
Ruonan Yang, Jiangyan Peng, Lei Zou
Publication date: 5 June 2024
Published in: Stochastics (Search for Journal in Brave)
Asymptotic distribution theory in statistics (62E20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)
Cites Work
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