Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes (Q3535650)
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scientific article; zbMATH DE number 5365545
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| English | Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes |
scientific article; zbMATH DE number 5365545 |
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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0.8708739876747131
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0.8694191575050354
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0.8621342778205872
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0.8571062684059143
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0.8373376131057739
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