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Multivariate regularly varying insurance and financial risks in multidimensional risk models
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- Journal of Applied Probability , First View
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- 13 May 2024, pp. 1-24
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Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims
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- Advances in Applied Probability / Volume 45 / Issue 1 / March 2013
- Published online by Cambridge University Press:
- 04 January 2016, pp. 241-273
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- March 2013
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An Inverse Gamma Activity Time Process with Noninteger Parameters and a Self-Similar Limit
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- Journal of Applied Probability / Volume 49 / Issue 2 / June 2012
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- 04 February 2016, pp. 441-450
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- June 2012
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Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims
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- Advances in Applied Probability / Volume 41 / Issue 1 / March 2009
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- 01 July 2016, pp. 206-224
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- March 2009
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