Exponential bounds of ruin probabilities for non-homogeneous risk models

DOI10.37190/0208-4147.00010zbMath1498.60071arXiv2009.02105OpenAlexW4292882525WikidataQ115484619 ScholiaQ115484619MaRDI QIDQ5043614

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Publication date: 6 October 2022

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2009.02105

zbMATH Keywords

characteristic functionhypergeometric functioninfinite divisibilitypolygamma functionselfdecomposabilityLévy-Khinchin formulafree-infinite divisibilityNevanlinna-Pick functionss-selfdecomposability

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Characteristic functions; other transforms (60E10) Gamma, beta and polygamma functions (33B15) Stochastic integrals (60H05) Classical hypergeometric functions, ({}_2F_1) (33C05)

Cites Work

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• Remarks on restricted Nevanlinna transforms

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