Probability of ruin in discrete insurance risk model with dependent Pareto claims



Constantinescu-Loeffen, DC, Qian, Haoyu and Kozubowski, Tomasz
(2019) Probability of ruin in discrete insurance risk model with dependent Pareto claims. Dependence Modeling.

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Item Type: Article
Depositing User: Symplectic Admin
Date Deposited: 18 Jul 2019 08:17
Last Modified: 09 Jan 2021 03:25
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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