Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims (Q3625652): Difference between revisions
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| Property / author: Ding Cheng Wang / rank | |||
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| Property / author: Christopher C. Heyde / rank | |||
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| Property / author: Ding Cheng Wang / rank | |||
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Latest revision as of 14:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims |
scientific article |
Statements
Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims (English)
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6 May 2009
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finite-time ruin probability
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investment return
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Lévy process
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Poisson risk model
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self-financing portfolio
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regularly varying tail
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claim
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