ASYMPTOTIC RUIN PROBABILITIES IN A GENERALIZED JUMP-DIFFUSION RISK MODEL WITH CONSTANT FORCE OF INTEREST

DOI10.4134/JKMS.2014.51.4.735zbMath1296.91154MaRDI QIDQ2877779

Di Bao, Qingwu Gao

Publication date: 25 August 2014

Published in: Journal of the Korean Mathematical Society (Search for Journal in Brave)

Full work available at URL: http://www.mathnet.or.kr/mathnet/kms_content.php?no=412120

zbMATH Keywords

asymptoticsruin probabilitycounting processjump-diffusion modelupper tail asymptotic independence

Mathematics Subject Classification ID

Related Items (3)

Uniform asymptotics for the compound risk model with dependence structures and constant force of interest ⋮ Asymptotics for a delay-claim risk model with diffusion, dependence structures and constant force of interest ⋮ Asymptotics for random-time ruin probability in a time-dependent renewal risk model with subexponential claims

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