Uniform asymptotics for a multi-dimensional time-dependent risk model with multivariate regularly varying claims and stochastic return
Work
Year: 2016
Type: article
Author Jinzhu Li
Institution Nankai University
Cites: 44
Cited by: 17
Related to: 10
FWCI: 1.096
Citation percentile (by year/subfield): 81.5
Topic: Probability and Risk Models
Field: Decision Sciences
Domain: Social Sciences
Open Access status: closed
Grant ID 11371020