Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics (Q4576872)
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scientific article; zbMATH DE number 6901180
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| English | Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics |
scientific article; zbMATH DE number 6901180 |
Statements
Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics (English)
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11 July 2018
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Edgeworth type expansion
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compound geometric sum
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ruin probability
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Lévy insurance risk
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small safety loading
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0.7792142629623413
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0.7728979587554932
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0.7717219591140747
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0.7691634297370911
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