Finite-time ruin probability with an exponential levy process investment return and heavy-tailed claims
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Heyde, C C
Wang, Dingcheng
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Applied Probability Trust
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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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Advances in Applied Probability
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2037-12-31
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