A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186): Difference between revisions
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| Property / DOI: 10.1016/J.INSMATHECO.2009.04.005 / rank | |||
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Latest revision as of 00:08, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on scale functions and the time value of ruin for Lévy insurance risk processes |
scientific article |
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A note on scale functions and the time value of ruin for Lévy insurance risk processes (English)
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10 February 2012
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scale functions
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ruin
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spectrally negative Lévy processes
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Gerber-Shiu function
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Laplace transform
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