Asymptotic Finite-Time Ruin Probability for Multivariate Heavy-Tailed Claims

WU JinTang\LI XiaoHu

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CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2018, Vol. 34 ›› Issue (1) : 21-36. DOI: 10.3969/j.issn.1001-4268.2018.01.003
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Asymptotic Finite-Time Ruin Probability for Multivariate Heavy-Tailed Claims

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