Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims
Version of Record online: 18 JUN 2012
Copyright © 2012 John Wiley & Sons, Ltd.
Applied Stochastic Models in Business and Industry
Volume 29, Issue 3, pages 295–313, May/June 2013
How to Cite
Guo, F. and Wang, D. (2013), Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims. Appl. Stochastic Models Bus. Ind., 29: 295–313. doi: 10.1002/asmb.1925
- Issue online: 17 JUN 2013
- Version of Record online: 18 JUN 2012
- Manuscript Accepted: 14 MAR 2012
- Manuscript Revised: 12 MAR 2012
- Manuscript Received: 10 NOV 2010
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