Finite-and infinite-time ruin probabilities with general stochastic investment return processes and bivariate upper tail independent and heavy-tailed claims
In this paper we investigate the asymptotic behaviors of the finite- and infinite-time ruin probabilities for a Poisson risk model with stochastic investment returns which constitute a general adapted cadlag process and heavy-tailed claim sizes which are
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|Source:||Advances in Applied Probability|
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