Asymptotic Ruin Probabilities of the Lévy Insurance Model under Periodic Taxation
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Publication:3653505
DOI10.2143/AST.39.2.2044644zbMath1179.91104OpenAlexW2038218249MaRDI QIDQ3653505
Publication date: 22 December 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.39.2.2044644
asymptoticsruin probabilityLévy processsubexponentialityconvolution-equivalent tailperiodic taxation
Processes with independent increments; Lévy processes (60G51) Stochastic models in economics (91B70)
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