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

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-Ross A. Maller
@@ Property / author: Ross A. Maller / rank @@
-Normal rank
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+Ross A. Maller
@@ Property / author: Ross A. Maller / rank @@
+Normal rank
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1239/aap/1222868183
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+W1989345726
@@ Property / OpenAlex ID: W1989345726 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4888858
@@ Property / cites work: Q4888858 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4726487
@@ Property / cites work: Q4726487 / rank @@
+Normal rank
@@ Property / cites work @@
+Overshoots and undershoots of Lévy processes
@@ Property / cites work: Overshoots and undershoots of Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+Moments of passage times for Lévy processes
@@ Property / cites work: Moments of passage times for Lévy processes / rank @@
+Normal rank
@@ Property / cites work @@
+On convolution tails
@@ Property / cites work: On convolution tails / rank @@
+Normal rank
@@ Property / cites work @@
+Subexponentiality and infinite divisibility
@@ Property / cites work: Subexponentiality and infinite divisibility / rank @@
+Normal rank
@@ Property / cites work @@
+Aspects of risk theory
@@ Property / cites work: Aspects of risk theory / rank @@
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@@ Property / cites work @@
+Subexponential distributions and characterizations of related classes
+Normal rank
@@ Property / cites work @@
+Ruin probabilities and overshoots for general Lévy insurance risk processes
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@@ Property / cites work @@
+Q4937701
@@ Property / cites work: Q4937701 / rank @@
+Normal rank
@@ Property / cites work @@
+VOTRE LÉVY RAMPE-T-IL?
@@ Property / cites work: VOTRE LÉVY RAMPE-T-IL? / rank @@
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+Publication:3535650