@Article{Guo:2013:FIT,
  author =       "Fenglong Guo and Dingcheng Wang",
  title =        "Finite- and Infinite-Time Ruin Probabilities with
                 General Stochastic Investment Return Processes and
                 Bivariate Upper Tail Independent and Heavy-Tailed
                 Claims",
  journal =      j-ADV-APPL-PROB,
  volume =       "45",
  number =       "1",
  pages =        "241--273",
  month =        mar,
  year =         "2013",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.2307/41806007",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Thu Mar 5 11:03:49 MST 2015",
  bibsource =    "http://www.jstor.org/stable/i40085127;
                 http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "http://www.jstor.org/stable/41806007",
  acknowledgement = ack-nhfb,
  ajournal =     "Adv. Appl. Probab.",
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "http://www.jstor.org/journals/00018678.html;
                 https://www.cambridge.org/core/journals/advances-in-applied-probability;
                 http://projecteuclid.org/euclid.aap/",
}

{"_id":"9Favp826WNPY7xzxN","bibbaseid":"guo-wang-finiteandinfinitetimeruinprobabilitieswithgeneralstochasticinvestmentreturnprocessesandbivariateuppertailindependentandheavytailedclaims-2013","author_short":["Guo, F.","Wang, D."],"bibdata":{"bibtype":"article","type":"article","author":[{"firstnames":["Fenglong"],"propositions":[],"lastnames":["Guo"],"suffixes":[]},{"firstnames":["Dingcheng"],"propositions":[],"lastnames":["Wang"],"suffixes":[]}],"title":"Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims","journal":"Advances in Applied Probability","volume":"45","number":"1","pages":"241–273","month":"March","year":"2013","coden":"AAPBBD","doi":"https://doi.org/10.2307/41806007","issn":"0001-8678 (print), 1475-6064 (electronic)","issn-l":"0001-8678","bibdate":"Thu Mar 5 11:03:49 MST 2015","bibsource":"http://www.jstor.org/stable/i40085127; http://www.math.utah.edu/pub/tex/bib/advapplprob.bib","url":"http://www.jstor.org/stable/41806007","acknowledgement":"Nelson H. F. Beebe, University of Utah, Department of Mathematics, 110 LCB, 155 S 1400 E RM 233, Salt Lake City, UT 84112-0090, USA, Tel: +1 801 581 5254, FAX: +1 801 585 1640, +1 801 581 4148, e-mail: \\path|beebe@math.utah.edu|, \\path|beebe@acm.org|, \\path|beebe@computer.org| (Internet), URL: \\path|http://www.math.utah.edu/ beebe/|","ajournal":"Adv. Appl. Probab.","fjournal":"Advances in Applied Probability","journal-url":"http://www.jstor.org/journals/00018678.html; https://www.cambridge.org/core/journals/advances-in-applied-probability; http://projecteuclid.org/euclid.aap/","bibtex":"@Article{Guo:2013:FIT,\n author = \"Fenglong Guo and Dingcheng Wang\",\n title = \"Finite- and Infinite-Time Ruin Probabilities with\n General Stochastic Investment Return Processes and\n Bivariate Upper Tail Independent and Heavy-Tailed\n Claims\",\n journal = j-ADV-APPL-PROB,\n volume = \"45\",\n number = \"1\",\n pages = \"241--273\",\n month = mar,\n year = \"2013\",\n CODEN = \"AAPBBD\",\n DOI = \"https://doi.org/10.2307/41806007\",\n ISSN = \"0001-8678 (print), 1475-6064 (electronic)\",\n ISSN-L = \"0001-8678\",\n bibdate = \"Thu Mar 5 11:03:49 MST 2015\",\n bibsource = \"http://www.jstor.org/stable/i40085127;\n http://www.math.utah.edu/pub/tex/bib/advapplprob.bib\",\n URL = \"http://www.jstor.org/stable/41806007\",\n acknowledgement = ack-nhfb,\n ajournal = \"Adv. Appl. Probab.\",\n fjournal = \"Advances in Applied Probability\",\n journal-URL = \"http://www.jstor.org/journals/00018678.html;\n https://www.cambridge.org/core/journals/advances-in-applied-probability;\n http://projecteuclid.org/euclid.aap/\",\n}\n\n","author_short":["Guo, F.","Wang, D."],"key":"Guo:2013:FIT","id":"Guo:2013:FIT","bibbaseid":"guo-wang-finiteandinfinitetimeruinprobabilitieswithgeneralstochasticinvestmentreturnprocessesandbivariateuppertailindependentandheavytailedclaims-2013","role":"author","urls":{"Paper":"http://www.jstor.org/stable/41806007"},"metadata":{"authorlinks":{}},"html":""},"bibtype":"article","biburl":"http://ftp.math.utah.edu/pub/tex/bib/advapplprob.bib","dataSources":["8DKZik2cWsn9Xkr7S"],"keywords":[],"search_terms":["finite","infinite","time","ruin","probabilities","general","stochastic","investment","return","processes","bivariate","upper","tail","independent","heavy","tailed","claims","guo","wang"],"title":"Finite- and Infinite-Time Ruin Probabilities with General Stochastic Investment Return Processes and Bivariate Upper Tail Independent and Heavy-Tailed Claims","year":2013}