Asymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims
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Publication:1716939
DOI10.3934/jimo.2017044zbMath1412.91059OpenAlexW2606984104MaRDI QIDQ1716939
Yang Yang, Jun-Feng Liu, Kam-Chuen Yuen
Publication date: 5 February 2019
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2017044
asymptoticsconsistent variationfinite-time and infinite-time ruin probabilitiesdominated variationlong tailLévy-driven risk model
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