Uniform asymptotics of ruin probabilities for Lévy processes (Q2869219)
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scientific article; zbMATH DE number 6242504
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uniform asymptotics of ruin probabilities for Lévy processes |
scientific article; zbMATH DE number 6242504 |
Statements
3 January 2014
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ruin probability
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Cramér-Lundberg model
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Lévy process
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Cremona equation
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saddle-point approximation
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Fresnel integral
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Uniform asymptotics of ruin probabilities for Lévy processes (English)
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