Distribution of suprema for generalized risk processes (Q5742574)
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scientific article; zbMATH DE number 7054845
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Distribution of suprema for generalized risk processes |
scientific article; zbMATH DE number 7054845 |
Statements
Distribution of suprema for generalized risk processes (English)
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15 May 2019
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ladder height process
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Lévy process
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modified ladder heights
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net profit condition
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Pollaczek-Khinchine formula
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risk theory
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subordinator
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supremum
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fluctuation theory
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0.8880308866500854
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0.8720676302909851
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0.8349287509918213
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0.8178324699401855
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0.8134199380874634
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