Ruin probabilities and overshoots for general Lévy insurance risk processes (Q1769411)
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scientific article
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| English | Ruin probabilities and overshoots for general Lévy insurance risk processes |
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Ruin probabilities and overshoots for general Lévy insurance risk processes (English)
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21 March 2005
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Lévy process
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conditional limit theorem
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first passage time
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overshoot
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ladder process
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subexponential distributions
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convolution equivalent distributions
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heavy tails
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0.8955448269844055
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0.8870401382446289
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0.8708739876747131
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0.8590603470802307
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0.8489780426025391
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