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20142020
most citedNew copulas based on general partitions-of-unity and their applications to risk management (part II)

9 citations · 51 across the 11 of their papers we have counts for

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math.PR2014

Ruin probability in a risk model with a variable premium intensity and risky investments

Yuliya Mishura, Mykola Perestyuk, Olena Ragulina

We consider a generalization of the classical risk model when the premium intensity depends on the current surplus of an insurance company. All surplus is invested in the risky ass…