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Asymptotics for a time-dependent by-claim model with dependent subexponential claims

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Date of Publication:2024-05-30

Journal:INSURANCE MATHEMATICS & ECONOMICS

Volume:112

Page Number:120-141

ISSN No.:0167-6687

Key Words:DELAY; DISCOUNTED PENALTY-FUNCTION; INSURANCE; RANDOMLY WEIGHTED SUMS; RANDOM-VARIABLES; RENEWAL RISK MODEL; RUIN PROBABILITIES; ULTIMATE RUIN

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