Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583): Difference between revisions
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| Property / Mathematics Subject Classification ID: 60G51 / rank | |||
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| Property / Mathematics Subject Classification ID: 60G17 / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number: 6554523 / rank | |||
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| Property / zbMATH Keywords | |||
Lévy insurance risk process | |||
| Property / zbMATH Keywords: Lévy insurance risk process / rank | |||
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sample paths | |||
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Cramér-Lundberg condition | |||
| Property / zbMATH Keywords: Cramér-Lundberg condition / rank | |||
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convolution equivalence | |||
| Property / zbMATH Keywords: convolution equivalence / rank | |||
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ruin time | |||
| Property / zbMATH Keywords: ruin time / rank | |||
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overshoot | |||
| Property / zbMATH Keywords: overshoot / rank | |||
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Revision as of 13:06, 27 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions |
scientific article |
Statements
Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (English)
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11 March 2016
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Lévy insurance risk process
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sample paths
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Cramér-Lundberg condition
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convolution equivalence
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ruin time
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overshoot
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