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- W2016209803 abstract "ABSTRACTIn this article, we obtain the uniform local asymptotics for a Levy process with a heavy-tailed Levy measure and for the overshoot and undershoot of the Levy process. As applications, we get the uniform asymptotics of the finite-time ruin probability and the local ruin probability for the Levy risk model with a heavy-tailed Levy measure. By the above results, we find that in the compound Poisson model perturbed by a Brownian motion, the effect of the Brownian component on the asymptotics of the finite-time ruin probability and the local ruin probability washes out." @default.
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- W2016209803 date "2015-04-01" @default.
- W2016209803 modified "2023-09-28" @default.
- W2016209803 title "The uniform local asymptotics for a Lévy process and its overshoot and undershoot" @default.
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- W2016209803 doi "https://doi.org/10.1080/03610926.2013.861492" @default.
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