Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (Q2796933)
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scientific article; zbMATH DE number 6561232
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| English | Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims |
scientific article; zbMATH DE number 6561232 |
Statements
Uniform Asymptotic Estimates for Ruin Probabilities with Exponential Lévy Process Investment Returns and Two-sided Linear Heavy-tailed Claims (English)
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30 March 2016
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heavy tail
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investment return process
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Lévy process
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renewal risk model
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ruin probability
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two-sided linear process
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0.9613563
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0.9444445
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0.9364694
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0.9274266
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0.9263335
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0.92170477
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0.9179248
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