Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (Q5443742): Difference between revisions

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Latest revision as of 16:34, 27 June 2024

scientific article; zbMATH DE number 5238132
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English
Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
scientific article; zbMATH DE number 5238132

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    Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process (English)
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    22 February 2008
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    reflected Lévy process
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    passage problem
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    integrated exponential Lévy process
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    insurance risk process
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    ruin
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