A note on scale functions and the time value of ruin for Lévy insurance risk processes (Q659186)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6004673
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A note on scale functions and the time value of ruin for Lévy insurance risk processes |
scientific article; zbMATH DE number 6004673 |
Statements
A note on scale functions and the time value of ruin for Lévy insurance risk processes (English)
0 references
10 February 2012
0 references
scale functions
0 references
ruin
0 references
spectrally negative Lévy processes
0 references
Gerber-Shiu function
0 references
Laplace transform
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8563440442085266
0 references
0.841964840888977
0 references
0.8415457606315613
0 references
0.8254131078720093
0 references
0.8236114978790283
0 references
