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Article: Asymptotics for ruin probabilities in Levy-driven risk models with heavy tailed claims

TitleAsymptotics for ruin probabilities in Levy-driven risk models with heavy tailed claims
Authors
Yang, YYuen, KCLiu, JF
KeywordsAsymptotics
Consistent variation
Dominated variation
Finite-time and infinite-time ruin probabilities
Long tail
Lévy-driven risk model
Issue Date2018
PublisherAmerican Institute of Mathematical Sciences. The Journal's web site is located at https://aimsciences.org/journals/home.jsp?journalID=5
Citation
Journal of Industrial and Management Optimization, 2018, v. 14 n. 1, p. 231-247 How to Cite?
DOI: http://dx.doi.org/10.3934/jimo.2017044
Persistent Identifierhttp://hdl.handle.net/10722/249500
ISSN
1547-5816
2023 Impact Factor: 1.2
2023 SCImago Journal Rankings: 0.364
ISI Accession Number ID
WOS:000432970300011

 

DC FieldValueLanguage
dc.contributor.authorYang, Y-
dc.contributor.authorYuen, KC-
dc.contributor.authorLiu, JF-
dc.date.accessioned2017-11-21T03:03:06Z-
dc.date.available2017-11-21T03:03:06Z-
dc.date.issued2018-
dc.identifier.citationJournal of Industrial and Management Optimization, 2018, v. 14 n. 1, p. 231-247-
dc.identifier.issn1547-5816-
dc.identifier.urihttp://hdl.handle.net/10722/249500-
dc.languageeng-
dc.publisherAmerican Institute of Mathematical Sciences. The Journal's web site is located at https://aimsciences.org/journals/home.jsp?journalID=5-
dc.relation.ispartofJournal of Industrial and Management Optimization-
dc.rightsJournal of Industrial and Management Optimization. Copyright © American Institute of Mathematical Sciences.-
dc.rightsThis is a pre-copy-editing, author-produced PDF of an article accepted for publication in Journal of Industrial and Management Optimization following peer review. The definitive publisher-authenticated version Journal of Industrial and Management Optimization, 2018, v. 14 n. 1, p. 231-247 is available online at: http://www.aimsciences.org/journals/displayArticlesnew.jsp?paperID=13949-
dc.subjectAsymptotics-
dc.subjectConsistent variation-
dc.subjectDominated variation-
dc.subjectFinite-time and infinite-time ruin probabilities-
dc.subjectLong tail-
dc.subjectLévy-driven risk model-
dc.titleAsymptotics for ruin probabilities in Levy-driven risk models with heavy tailed claims-
dc.typeArticle-
dc.identifier.emailYuen, KC: kcyuen@hku.hk-
dc.identifier.authorityYuen, KC=rp00836-
dc.description.naturepostprint-
dc.identifier.doi10.3934/jimo.2017044-
dc.identifier.scopuseid_2-s2.0-85042350526-
dc.identifier.hkuros283122-
dc.identifier.volume14-
dc.identifier.issue1-
dc.identifier.spage231-
dc.identifier.epage247-
dc.identifier.isiWOS:000432970300011-
dc.publisher.placeUnited States-
dc.identifier.issnl1547-5816-

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