Uniform asymptotics of ruin probabilities for Lévy processes (Q2869219)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6242504
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Uniform asymptotics of ruin probabilities for Lévy processes |
scientific article; zbMATH DE number 6242504 |
Statements
3 January 2014
0 references
ruin probability
0 references
Cramér-Lundberg model
0 references
Lévy process
0 references
Cremona equation
0 references
saddle-point approximation
0 references
Fresnel integral
0 references
Uniform asymptotics of ruin probabilities for Lévy processes (English)
0 references
0.8413951992988586
0 references
0.8274060487747192
0 references
0.819837749004364
0 references
0.8148914575576782
0 references
