Integrated insurance risk models with exponential Lévy investment (Q998271)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Integrated insurance risk models with exponential Lévy investment |
scientific article; zbMATH DE number 5499582
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Integrated insurance risk models with exponential Lévy investment |
scientific article; zbMATH DE number 5499582 |
Statements
Integrated insurance risk models with exponential Lévy investment (English)
0 references
28 January 2009
0 references
continuous time perpetuity
0 references
discounted net loss process
0 references
exponential lévy process
0 references
generalized Ornstein-Uhlenbeck process
0 references
integrated insurance risk process
0 references
integrated risk management
0 references
stochastic recurrence equations
0 references
tail behavior
0 references
0 references
