Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939): Difference between revisions
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Revision as of 19:17, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims |
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Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (English)
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5 February 2019
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Lévy-driven risk model
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finite-time and infinite-time ruin probabilities
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consistent variation
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dominated variation
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long tail
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asymptotics
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