Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (Q2358481)
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scientific article; zbMATH DE number 6731282
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| English | Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns |
scientific article; zbMATH DE number 6731282 |
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Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns (English)
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15 June 2017
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renewal risk model
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Lévy process
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dominatedly-varying tails
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one-sided linear process
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bivariate Sarmanov distribution
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stochastic investment returns
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ruin probability
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0.914569854736328
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0.8948798775672913
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0.8907672166824341
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0.8862496018409729
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