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Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments.

Xuemiao HaoQihe Tang
Published in: J. Appl. Probab. (2012)
Keyphrases
  • heavy tailed
  • probability distribution
  • probabilistic model
  • mutual information
  • generalized gaussian
  • large deviations