A Hybrid estimate for the finitetTime ruin probability in a bivariate autoregressive risk model with application to portfolio optimization

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1001 ‎$0‎MAPA20080650421‎$a‎Tang, Qihe
24512‎$a‎A Hybrid estimate for the finitetTime ruin probability in a bivariate autoregressive risk model with application to portfolio optimization‎$c‎Qihe Tang, Zhongyi Yuan
7730 ‎$w‎MAP20077000239‎$t‎North American actuarial journal‎$d‎Schaumburg : Society of Actuaries, 1997-‎$x‎1092-0277‎$g‎15/10/2012 Tomo 16 Número 3 - 2012
856  ‎$y‎MÁS INFORMACIÓN‎$u‎mailto:centrodocumentacion@fundacionmapfre.org?subject=Consulta%20de%20una%20publicaci%C3%B3n%20&body=Necesito%20m%C3%A1s%20informaci%C3%B3n%20sobre%20este%20documento%3A%20%0A%0A%5Banote%20aqu%C3%AD%20el%20titulo%20completo%20del%20documento%20del%20que%20desea%20informaci%C3%B3n%20y%20nos%20pondremos%20en%20contacto%20con%20usted%5D%20%0A%0AGracias%20%0A