Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times (Q2628198)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times |
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Infinite-time ruin probability of a renewal risk model with exponential Lévy process investment and dependent claims and inter-arrival times (English)
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12 June 2017
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renewal risk model
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Lévy process
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asymptotic estimate
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ruin probability
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dependent claims
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interarrival times
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