A note on limiting distribution for jumps of Lévy insurance risk model (Q744595)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on limiting distribution for jumps of Lévy insurance risk model |
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A note on limiting distribution for jumps of Lévy insurance risk model (English)
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25 September 2014
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Lévy insurance risk process
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non-Cramér condition
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log-normal processes
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convolution equivalent distributions
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quintuple law
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