The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (Q1630233)
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scientific article; zbMATH DE number 6990738
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| English | The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation |
scientific article; zbMATH DE number 6990738 |
Statements
The finite-time ruin probability of a risk model with stochastic return and Brownian perturbation (English)
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7 December 2018
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asymptotics
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finite-time ruin probability
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Brownian perturbation
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Lévy process
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the class of subexponential distributions
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0.9336117506027222
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0.9076229333877563
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0.8966631293296814
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0.8951759338378906
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