Open AccessAsymptotics for ruin probabilities in Lévy-driven risk models with heavy-tailed claims
Author(s) -
Yang Yang,
Kam Chuen Yuen,
Junfeng Liu
Publication year - 2017
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2017044
Subject(s) - bivariate analysis , lévy process , ruin theory , mathematics , first hitting time model , risk model , risk process , investment (military) , econometrics , mathematical economics , statistics , politics , political science , law
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