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《Journal of Qufu Normal University(Natural Science)》 2013-01
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The Multi-dimensional Ruin Probability with Heavy-tailed Insurance and Financial Risks

CUI Jian-bin,FU Tong-lin,YANG Ming-xia(College of Mathematics and Statistics,Longdong University,745000,Qingyang,Gansu,PRC)  
In this paper,the ruin probabilities in two-dimensional discrete time model with heavy-tailed insurance and nancial risks are investigated,and some precise estimation for ruin probabilities of nite time with heavy-tailed insurance risk and nancial risk are derived.
【Fund】: 国家自然科学基金资助课题(11161026)
【CateGory Index】: F224;F840;F830
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