Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims (Q1716939)
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scientific article; zbMATH DE number 7012474
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| English | Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims |
scientific article; zbMATH DE number 7012474 |
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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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0.9363096952438354
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0.873663604259491
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0.8538765907287598
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0.8499059677124023
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