Asymptotic ruin probabilities in a generalized jump-diffusion risk model with constant force of interest (Q2877779)
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scientific article; zbMATH DE number 6334125
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| English | Asymptotic ruin probabilities in a generalized jump-diffusion risk model with constant force of interest |
scientific article; zbMATH DE number 6334125 |
Statements
25 August 2014
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asymptotics
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ruin probability
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jump-diffusion model
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upper tail asymptotic independence
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counting process
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Asymptotic ruin probabilities in a generalized jump-diffusion risk model with constant force of interest (English)
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0.8973057866096497
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0.8832051157951355
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0.8737729787826538
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