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20152017
most citedThe product of dependent random variables with applications to a discrete-time risk model

1 citations · 1 across the 4 of their papers we have counts for

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math.PR2017

The finite-time ruin probability of the nonhomogeneous Poisson risk model with conditionally independent subexponential claims

Hui Xu, Fengyang Cheng

This paper obtains an asymptotic formula for the finite-time ruin probability of the compound nonhomogeneous Poisson risk model with a constant interest force, in which the claims…