Cite
HARVARD Citation
Jiang, W. et al. (2016). The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula. Scandinavian actuarial journal. 2016 (5), pp. 385-397. [Online].
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Jiang, W. et al. (2016). The maximum surplus before ruin for dependent risk models through Farlie–Gumbel–Morgenstern copula. Scandinavian actuarial journal. 2016 (5), pp. 385-397. [Online].