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Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes.

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Title: Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes.
Authors: Goffard, Pierre-Olivier1 (AUTHOR) pierre.olivier.goffard@gmail.com, Sarantsev, Andrey2 (AUTHOR) asarantsev@unr.edu
Source: Journal of Applied Probability. Dec2019, Vol. 56 Issue 4, p1244-1268. 25p.
Database: Mathematics Source
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  Data: Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes.
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  Data: <searchLink fieldCode="JN" term="%22Journal+of+Applied+Probability%22">Journal of Applied Probability</searchLink>. Dec2019, Vol. 56 Issue 4, p1244-1268. 25p.
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        Value: 10.1017/jpr.2019.71
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      – Code: eng
        Text: English
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        PageCount: 25
        StartPage: 1244
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      – TitleFull: Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes.
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            NameFull: Goffard, Pierre-Olivier
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            – D: 01
              M: 12
              Text: Dec2019
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              Y: 2019
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