Risk processes perturbed by α-stable Lévy motion
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Publication:4235014
DOI10.1080/03461238.1998.10413992zbMath1026.60516OpenAlexW2004576217MaRDI QIDQ4235014
Publication date: 25 March 1999
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1998.10413992
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Cites Work
- Risk theory for the compound Poisson process that is perturbed by diffusion
- Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
- Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
- Subexponentiality and infinite divisibility
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