Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481): Difference between revisions
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Revision as of 07:51, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns |
scientific article |
Statements
Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (English)
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15 June 2017
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renewal risk model
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Lévy process
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dominatedly-varying tails
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one-sided linear process
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bivariate Sarmanov distribution
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stochastic investment returns
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ruin probability
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