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Logarithmic asymptotics for probability of component-wise ruin in a two-dimensional Brownian model
Dębicki, Krzysztof, (2019)
Stochastic processes for insurance and finance
Rolski, Tomasz, (1999)
Risk Theory in a Periodic Environment: The Cramer-Lundberg Approximation and Lundberg's Inequality
Asmussen, Søren, (1994)