Asymptotic Ruin Probabilities for a Bivariate Lévy-Driven Risk Model with Heavy-Tailed Claims and Risky Investments
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Publication:4903034
DOI10.1239/jap/1354716649zbMath1255.91180OpenAlexW1994485761MaRDI QIDQ4903034
Publication date: 19 January 2013
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.jap/1354716649
tail probabilityLévy processfinite-time and infinite-time ruin probabilitiesstochastic difference equation(extended) regular variation
Processes with independent increments; Lévy processes (60G51) Statistical methods; risk measures (91G70) Stochastic difference equations (39A50)
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