Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments (Q4903034)
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scientific article; zbMATH DE number 6127036
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| English | Asymptotic ruin probabilities for a bivariate Lévy-driven risk model with heavy-tailed claims and risky investments |
scientific article; zbMATH DE number 6127036 |
Statements
Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (English)
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19 January 2013
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(extended) regular variation
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finite-time and infinite-time ruin probabilities
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Lévy process
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stochastic difference equation
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tail probability
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0.9363096952438354
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0.87086421251297
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0.8490965962409973
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0.8368578553199768
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0.8361433148384094
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