Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (Q2513458)
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scientific article; zbMATH DE number 6391713
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| English | Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims |
scientific article; zbMATH DE number 6391713 |
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Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims (English)
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28 January 2015
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dominatedly varying tails
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Lévy process
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ruin probability
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stochastic returns
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time-dependent renewal risk model
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0.9058643579483032
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0.8896217942237854
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0.8852806091308594
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0.8847024440765381
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