Ruin probabilities of small noise jump‐diffusions with heavy tails (Q5901445)
From MaRDI portal
scientific article; zbMATH DE number 5520404
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities of small noise jump‐diffusions with heavy tails |
scientific article; zbMATH DE number 5520404 |
Statements
Ruin probabilities of small noise jump‐diffusions with heavy tails (English)
0 references
28 February 2009
0 references
ruin probability
0 references
small noise
0 references
jump-diffusions
0 references
heavy tails
0 references
Lévy process
0 references
