Asymptotics for the ruin probability of a time-dependent renewal risk model with geometric Lévy process investment returns and dominatedly-varying-tailed claims
Ke-ang Fu; Cheuk Yin Andrew Ng
| Year of publication: |
2014
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|---|---|
| Authors: | Fu, Ke-ang ; Ng, Cheuk Yin Andrew |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 56.2014, p. 80-87
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| Subject: | Dominated varying tails | Lévy process | Ruin probability | Stochastic returns | The time-dependent renewal risk model | Risiko | Risk | Stochastischer Prozess | Stochastic process | Risikomodell | Risk model | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution | Kapitaleinkommen | Capital income | Finanzmathematik | Mathematical finance | Versicherungsmathematik | Actuarial mathematics | Optionspreistheorie | Option pricing theory | Portfolio-Management | Portfolio selection | Insolvenz | Insolvency | Risikoaversion | Risk aversion |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010385027