A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:54, 5 March 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 |
Statements
A note on scale functions and the time value of ruin for Lévy insurance risk processes (English)
0 references
10 February 2012
0 references
scale functions
0 references
ruin
0 references
spectrally negative Lévy processes
0 references
Gerber-Shiu function
0 references
Laplace transform
0 references
