On the existence of moments of ladder heights
From MaRDI portal
Publication:2474518
DOI10.1016/j.spl.2007.07.002zbMath1135.60026MaRDI QIDQ2474518
Publication date: 6 March 2008
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2007.07.002
60E10: Characteristic functions; other transforms
60G50: Sums of independent random variables; random walks