Cite
HARVARD Citation
Hao, X. et al. (2012). Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments. Journal of applied probability. pp. 939-953. [Online].
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Hao, X. et al. (2012). Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments. Journal of applied probability. pp. 939-953. [Online].