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

Pierre-Olivier Goffard, Andrey Sarantsev (2019)

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DOI: 10.1017/JPR.2019.71

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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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