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~institution:"Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska"
~subject:"risk process"
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risk process
Ruin probability
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Michna, Zbigniew
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
London School of Economics (LSE)
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ESSEC Business School
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Asymptotic behavior of the finite time ruin
probability
of a gamma Levy process
Michna, Zbigniew
;
Weron, Aleksander
-
Hugo Steinhaus Center for Stochastic Methods, …
-
2007
derive here the asymptotic behavior (lower and upper bounds) of the finite time ruin
probability
for any gamma Levy process. …
Persistent link: https://www.econbiz.de/10010626141
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