Cite
HARVARD Citation
Fu, K. et al. (2017). Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model. Communications in statistics. 46 (5), pp. 2559-2570. [Online].
This is an interim version of our Electronic Legal Deposit Catalogue-eJournals and eBooks while we continue to recover from a cyber-attack.
Fu, K. et al. (2017). Tail behavior for the sum of two correlated classes of discounted aggregate claims in a time-dependent risk model. Communications in statistics. 46 (5), pp. 2559-2570. [Online].