Asymptotic Behavior of Random Time Ruin Probability Under Heavy-Tailed Claim Sizes and Dependence Structure
- 期刊名称Communications in Statistics - Theory and Methods
- 作者Bai, Xiaodong; Song, Lixin
- 卷第41卷
- 期第10期
- 印刷ISSN0361-0926
- 电子ISSN1532-415X
- 文件大小143.52KB
- 发表时间2012-05-15
- DOI10.1080/03610926.2010.549992
- 页码1721-1732