Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (Q5414542)
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scientific article; zbMATH DE number 6292470
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims |
scientific article; zbMATH DE number 6292470 |
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Uniform asymptotic estimates for ruin probabilities of renewal risk models with exponential Lévy process investment returns and dependent claims (English)
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6 May 2014
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heavy tail
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one-sided linear process
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investment return process
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ruin probability
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Lévy process
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renewal risk model
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