Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (Q3188588)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes |
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Gerber–Shiu distribution at Parisian ruin for Lévy insurance risk processes (English)
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11 August 2016
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Lévy process
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insurance risk
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Parisian ruin
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excursion theory
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scale function
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fluctuation theory
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Gerber-Shiu function
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Laplace transform
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