Ruin probabilities of small noise jump‐diffusions with heavy tails (Q5901445)
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scientific article; zbMATH DE number 5520404
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| English | Ruin probabilities of small noise jump‐diffusions with heavy tails |
scientific article; zbMATH DE number 5520404 |
Statements
Ruin probabilities of small noise jump‐diffusions with heavy tails (English)
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28 February 2009
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ruin probability
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small noise
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jump-diffusions
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heavy tails
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Lévy process
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0.7897365093231201
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0.7690907716751099
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0.7543548941612244
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0.7483910322189331
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