Asymptotic ruin probabilities in a generalized jump-diffusion risk model with constant force of interest

DOI10.4134/JKMS.2014.51.4.735MaRDI QIDQ2877779zbMATH OpenFDO

Authors Qingwu Gao, Di Bao

Publication date 25 August 2014

Published in Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL http://www.mathnet.or.kr/mathnet/kms_content.php?no=412120

zbMATH Keywords

asymptoticscounting processruin probabilityjump-diffusion modelupper tail asymptotic independence

Mathematics Subject Classification ID

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