Exact Asymptotics of the Ruin Probability in the Sparre Andersen Model for Non-Life Insurance with Investments in a Lévy Process

Platon Promyslov

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DOI: 10.3390/math14142658
Published: 07
Container: Mathematics
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.3390/math14142658,
  title = {Exact Asymptotics of the Ruin Probability in the Sparre Andersen Model for Non-Life Insurance with Investments in a Lévy Process},
  author = {Platon Promyslov},
  year = {2026},
  journal = {Mathematics},
  doi = {10.3390/math14142658},
  url = {https://doi.org/10.3390/math14142658}
}

RIS

TY  - JOUR
TI  - Exact Asymptotics of the Ruin Probability in the Sparre Andersen Model for Non-Life Insurance with Investments in a Lévy Process
AU  - Platon Promyslov
PY  - 2026
JO  - Mathematics
DO  - 10.3390/math14142658
UR  - https://doi.org/10.3390/math14142658
ER  -

APA

Promyslov, P. (2026). Exact Asymptotics of the Ruin Probability in the Sparre Andersen Model for Non-Life Insurance with Investments in a Lévy Process. Mathematics. https://doi.org/10.3390/math14142658

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doaj · retrieved 2026-09-25T03:39:18.997Z