Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes (Q3535650): Difference between revisions

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Latest revision as of 20:15, 28 June 2024

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Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes
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    Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes (English)
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    13 November 2008
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    insurance risk process
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    overshoot
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    undershoot
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    Lévy process
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    ladder height process
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    subexponential and convolution equivalent distributions
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