Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics (Q4576872)
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scientific article; zbMATH DE number 6901180
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics |
scientific article; zbMATH DE number 6901180 |
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Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics (English)
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11 July 2018
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Edgeworth type expansion
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compound geometric sum
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ruin probability
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Lévy insurance risk
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small safety loading
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