Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542): Difference between revisions
From MaRDI portal
Latest revision as of 12:27, 8 July 2024
scientific article; zbMATH DE number 6292470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims |
scientific article; zbMATH DE number 6292470 |
Statements
Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (English)
0 references
6 May 2014
0 references
heavy tail
0 references
one-sided linear process
0 references
investment return process
0 references
ruin probability
0 references
Lévy process
0 references
renewal risk model
0 references
0 references
0 references
0 references
0 references
0 references
