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A local asymptotic result for ruin probability of the compound Poisson model perturbed by diffusion - MaRDI portal

A local asymptotic result for ruin probability of the compound Poisson model perturbed by diffusion

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Publication:600333

zbMath1212.91029MaRDI QIDQ600333

Zhen-Hua Bao

Publication date: 5 November 2010

Published in: Southeast Asian Bulletin of Mathematics (Search for Journal in Brave)


zbMATH Keywords

asymptoticsheavy-tailed distributionruin probabilitycompound Poisson model


Mathematics Subject Classification ID

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