Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (Q4903034)
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scientific article; zbMATH DE number 6127036
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments |
scientific article; zbMATH DE number 6127036 |
Statements
Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments (English)
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19 January 2013
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(extended) regular variation
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finite-time and infinite-time ruin probabilities
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Lévy process
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stochastic difference equation
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tail probability
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