Asymptotic behavior of the surplus prior to and at ruin in the classical risk model perturbed by diffusion

Keyphrases

• Asymptotic Behavior 100%
• Classical Risk Model 100%
• Oscillation 50%
• Asymptotic Formula 50%
• Claim Size 50%
• Light-tailed 50%
• Initial Capital 50%
• Heavy-tailed Claim Sizes 50%

Mathematics

• Asymptotic Behavior 100%
• Classical Risk Model 100%
• Asymptotic Formula 50%
• Claim Size 50%
• Initial Capital 50%