Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933): Difference between revisions
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scientific article
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English | Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims |
scientific article |
Statements
Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (English)
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30 March 2016
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heavy tail
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investment return process
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Lévy process
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renewal risk model
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ruin probability
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two-sided linear process
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