Asymptotic Estimates for the One-Year Ruin Probability under Risky Investments
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- Andrius Grigutis & Jonas Šiaulys, 2020. "Ultimate Time Survival Probability in Three-Risk Discrete Time Risk Model," Mathematics, MDPI, vol. 8(2), pages 1-30, January.
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Keywords
asymptotics; Breiman’s theorem; max-domain of attraction; multivariate regular variation; ruin probability;All these keywords.
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