Constantinescu-Loeffen, DC, Qian, Haoyu and Kozubowski, Tomasz
(2019)
Probability of ruin in discrete insurance risk
model with dependent Pareto claims.
Dependence Modeling.
This is the latest version of this item.
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[Dependence Modeling] Probability of ruin in discrete insurance risk model with dependent Pareto claims.pdf - Published version Download (1MB) | Preview |
Item Type: | Article |
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Depositing User: | Symplectic Admin |
Date Deposited: | 18 Jul 2019 08:17 |
Last Modified: | 19 Jan 2023 00:37 |
DOI: | 10.1515/demo-2019-0011 |
Open Access URL: | https://www.degruyter.com/downloadpdf/j/demo.2019.... |
URI: | https://livrepository.liverpool.ac.uk/id/eprint/3050067 |
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Probability of ruin in discrete insurance risk model with dependent Pareto claims. (deposited 15 Jul 2019 07:48)
- Probability of ruin in discrete insurance risk model with dependent Pareto claims. (deposited 18 Jul 2019 08:17) [Currently Displayed]