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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Revision as of 23:50, 4 March 2024
scientific article
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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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