Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes (Q3535650): Difference between revisions
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Revision as of 19:20, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes |
scientific article |
Statements
Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes (English)
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13 November 2008
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insurance risk process
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overshoot
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undershoot
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Lévy process
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ladder height process
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subexponential and convolution equivalent distributions
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