ASYMPTOTIC RUIN PROBABILITIES IN A GENERALIZED JUMP-DIFFUSION RISK MODEL WITH CONSTANT FORCE OF INTEREST (Q2877779)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ASYMPTOTIC RUIN PROBABILITIES IN A GENERALIZED JUMP-DIFFUSION RISK MODEL WITH CONSTANT FORCE OF INTEREST |
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ASYMPTOTIC RUIN PROBABILITIES IN A GENERALIZED JUMP-DIFFUSION RISK MODEL WITH CONSTANT FORCE OF INTEREST (English)
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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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