The asymptotic relationships of the ruin probabilities in the classic risk model perturbed by diffusions under heavy-tailed claims

zbMATH Open1174.62550MaRDI QIDQ5435862FDOQ5435862

Authors: Rizhao Gong, Jiezhong Zou 

Publication date: 14 January 2008

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zbMATH Keywords

heavy-tailed distributions

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cited In (9)

• The Asymptotic Estimate of Ruin Probability Under a Class of Risk Model in the Presence of Heavy Tails
• Tail asymptotics for Pollaczek-Khinchin type series with applications to ruin in perturbed model
• A local asymptotic result for ruin probability of the compound Poisson model perturbed by diffusion
• An asymptotic relationship for ruin probability in the classic risk model
• An asymptotic relationship for ruin probabilities under heavy-tailed claims
• Title not available (Why is that?)
• Tail equivalence relationships for ruin probabilities in several risk models
• A local theorem for ruin probabilities in a renewal risk model perturbed by diffusions
• The asymptotic behavior for the ruin probability in the classical risk model

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