Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236)
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scientific article; zbMATH DE number 6004701
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| English | Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model |
scientific article; zbMATH DE number 6004701 |
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Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (English)
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10 February 2012
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asymptotics
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constant investment strategy
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Lévy process
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portfolio optimization
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regular variation
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ruin probability
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uniformity
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0.9399923086166382
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0.86985844373703
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0.8621441125869751
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0.8603001832962036
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0.8511785864830017
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