Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims (Q3625652)

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Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims
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    Finite-time ruin probability with an exponential Lévy process investment return and heavy-tailed claims (English)
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    6 May 2009
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    finite-time ruin probability
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    investment return
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    Lévy process
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    Poisson risk model
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    self-financing portfolio
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    regularly varying tail
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    claim
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