Asymptotic Results for the Severity and Surplus Before Ruin for a Class of Lévy Insurance Processes

DOI10.1007/978-3-319-77643-9_3zbMath1524.60093OpenAlexW2811042652MaRDI QIDQ6173304

Ekaterina Todorova Kolkovska, Ehyter Matías Martín-González

Publication date: 21 July 2023

Published in: XII Symposium of Probability and Stochastic Processes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-77643-9_3

zbMATH Keywords

ruin probabilitystable processseverity of ruinsurplus before ruintwo-sided risk processasymptotic ruin probability

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Actuarial mathematics (91G05)

Related Items

The distribution and asympotic behaviour of the negative Wiener–Hopf factor for Lévy processes with rational positive jumps

Cites Work

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