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- W4296777400 abstract "Consider a renewal risk model with stochastic return and stochastic perturbation, where the price process of the investment portfolio is a geometric Lévy process. When the claim sizes have a dependence structure, we derive the asymptotics of the finite-time ruin probability for all subexponential claim sizes. Particularly, when the claim sizes come from a subclass of the subexponential distribution class, the finite-time ruin probability has been estimated for claim sizes with a general dependence structure." @default.
- W4296777400 created "2022-09-23" @default.
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- W4296777400 date "2022-09-20" @default.
- W4296777400 modified "2023-09-26" @default.
- W4296777400 title "The finite-time ruin probability of a risk model with stochastic return and subexponential claim sizes*" @default.
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- W4296777400 doi "https://doi.org/10.1080/03610926.2022.2122840" @default.
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