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Article: Asymptotics for ruin probabilities in Levy-driven risk models with heavy tailed claims
Title | Asymptotics for ruin probabilities in Levy-driven risk models with heavy tailed claims |
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Authors | |
Keywords | Asymptotics Consistent variation Dominated variation Finite-time and infinite-time ruin probabilities Long tail Lévy-driven risk model |
Issue Date | 2018 |
Publisher | American 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? |
Persistent Identifier | http://hdl.handle.net/10722/249500 |
ISSN | 2023 Impact Factor: 1.2 2023 SCImago Journal Rankings: 0.364 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Yang, Y | - |
dc.contributor.author | Yuen, KC | - |
dc.contributor.author | Liu, JF | - |
dc.date.accessioned | 2017-11-21T03:03:06Z | - |
dc.date.available | 2017-11-21T03:03:06Z | - |
dc.date.issued | 2018 | - |
dc.identifier.citation | Journal of Industrial and Management Optimization, 2018, v. 14 n. 1, p. 231-247 | - |
dc.identifier.issn | 1547-5816 | - |
dc.identifier.uri | http://hdl.handle.net/10722/249500 | - |
dc.language | eng | - |
dc.publisher | American Institute of Mathematical Sciences. The Journal's web site is located at https://aimsciences.org/journals/home.jsp?journalID=5 | - |
dc.relation.ispartof | Journal of Industrial and Management Optimization | - |
dc.rights | Journal of Industrial and Management Optimization. Copyright © American Institute of Mathematical Sciences. | - |
dc.rights | This 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.subject | Asymptotics | - |
dc.subject | Consistent variation | - |
dc.subject | Dominated variation | - |
dc.subject | Finite-time and infinite-time ruin probabilities | - |
dc.subject | Long tail | - |
dc.subject | Lévy-driven risk model | - |
dc.title | Asymptotics for ruin probabilities in Levy-driven risk models with heavy tailed claims | - |
dc.type | Article | - |
dc.identifier.email | Yuen, KC: kcyuen@hku.hk | - |
dc.identifier.authority | Yuen, KC=rp00836 | - |
dc.description.nature | postprint | - |
dc.identifier.doi | 10.3934/jimo.2017044 | - |
dc.identifier.scopus | eid_2-s2.0-85042350526 | - |
dc.identifier.hkuros | 283122 | - |
dc.identifier.volume | 14 | - |
dc.identifier.issue | 1 | - |
dc.identifier.spage | 231 | - |
dc.identifier.epage | 247 | - |
dc.identifier.isi | WOS:000432970300011 | - |
dc.publisher.place | United States | - |
dc.identifier.issnl | 1547-5816 | - |