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. |
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| 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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