A local asymptotic result for ruin probability of the compound Poisson model perturbed by diffusion (Q600333)
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scientific article; zbMATH DE number 5811925
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| English | A local asymptotic result for ruin probability of the compound Poisson model perturbed by diffusion |
scientific article; zbMATH DE number 5811925 |
Statements
A local asymptotic result for ruin probability of the compound Poisson model perturbed by diffusion (English)
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5 November 2010
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asymptotics
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compound Poisson model
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heavy-tailed distribution
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ruin probability
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0.8884968757629395
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0.8733394742012024
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0.858562707901001
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0.8522467017173767
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