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- W3155280805 abstract "Consider a nonstandard compound renewal risk model, which is more realistic in catastrophe insurance and can extend classical risk models to the case when perhaps not only one individual claim occurs in a catastrophe such as windstorm, earthquake, epidemic, strike or riot. In the presence of heavy tails and dependence structures among modelling components, we obtain the uniform asymptotics of the tail probability of discounted aggregate claims and the finite-time ruin probability for all time varying in a relevant finite or infinite interval." @default.
- W3155280805 created "2021-04-26" @default.
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- W3155280805 date "2021-04-15" @default.
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- W3155280805 title "Uniform asymptotics for the compound risk model with dependence structures and constant force of interest" @default.
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- W3155280805 doi "https://doi.org/10.1080/17442508.2021.1915316" @default.
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