Finite-time ruin probability with an exponential levy process investment return and heavy-tailed claims
By expressing the discounted net loss process as a randomly weighted sum, we investigate the finite-time ruin probabilities for the Poisson risk model with an exponential Lévy process investment return and heavy-tailed claims. It is found that infinite t
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|Source:||Advances in Applied Probability|
|01_Heyde_Finite-time_ruin_probability_2009.pdf||149.52 kB||Adobe PDF||Request a copy|
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