Edgeworth type expansion of ruin probability under Lévy risk processes in the small loading asymptotics
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Publication:4576872
DOI10.1080/03461238.2012.755937zbMath1401.91196OpenAlexW3124132540MaRDI QIDQ4576872
Publication date: 11 July 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2012.755937
ruin probabilityEdgeworth type expansioncompound geometric sumLévy insurance risksmall safety loading
Processes with independent increments; Lévy processes (60G51) Asymptotic approximations, asymptotic expansions (steepest descent, etc.) (41A60)
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