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Stable Lévy motion approximation in collective risk theory - MaRDI portal

Stable Lévy motion approximation in collective risk theory (Q1382123)

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scientific article; zbMATH DE number 1132949
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English
Stable Lévy motion approximation in collective risk theory
scientific article; zbMATH DE number 1132949

    Statements

    Stable Lévy motion approximation in collective risk theory (English)
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    25 March 1998
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    heavy-tailed claims
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    \(\alpha\)-stable Lévy motion
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    collective risk theory
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    insurance company
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    weak approximations
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    ruin probability
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