Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583)
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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 |
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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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0.8091027140617371
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0.7702462673187256
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0.75937819480896
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0.7565297484397888
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0.7545828223228455
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