Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model (Q659236)
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| Language | Label | Description | Also known as |
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| English | Uniform tail asymptotics for the stochastic present value of aggregate claims in the renewal risk model |
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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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