Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes (Q6067509)
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scientific article; zbMATH DE number 7767140
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes |
scientific article; zbMATH DE number 7767140 |
Statements
Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes (English)
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17 November 2023
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asymptotic dependence
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severity of ruin
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surplus prior to ruin
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two-sided jumps Lévy risk process
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expected discounted penalty function
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Gerber-Shiu function
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