Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes (Q5205954)
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scientific article; zbMATH DE number 7143973
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| English | Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes |
scientific article; zbMATH DE number 7143973 |
Statements
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes (English)
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17 December 2019
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ruin probability
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uniform ergodicity
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Lyapunov function
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stochastically ordered process
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Siegmund duality
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0.7980300188064575
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0.7830613255500793
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0.77970951795578
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0.7668435573577881
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