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"Exponential convergence rate of ruin probabilities for level-dependent ..."

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

Pierre-Olivier Goffard, Andrey Sarantsev (2019)

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DOI: 10.1017/JPR.2019.71

access: closed

type: Journal Article

metadata version: 2023-08-28

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Pierre-Olivier Goffard, Andrey Sarantsev:
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes. J. Appl. Probab. 56(4): 1244-1268 (2019)

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