On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing

Christophe Dutang (), C. Lefevre and Stéphane Loisel
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C. Lefevre: Département de mathématiques Université Libre de Bruxelles - ULB - Université libre de Bruxelles

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Date: 2013-11
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Published in Insurance: Mathematics and Economics, 2013, 53 (3), pp.774 - 785. ⟨10.1016/j.insmatheco.2013.09.020⟩

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Journal Article: On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing (2013)
Working Paper: On an asymptotic rule A+B/u for ultimate ruin probabilities under dependence by mixing (2013)
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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-01616175

DOI: 10.1016/j.insmatheco.2013.09.020

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