Finite time ruin probabilities for tempered stable insurance risk processes
From MaRDI portal
Publication:2513603
DOI10.1016/j.insmatheco.2013.07.010zbMath1304.91106arXiv1302.4795MaRDI QIDQ2513603
Philip S. Griffin, Dale O. Roberts, Ross A. Maller
Publication date: 28 January 2015
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.4795
Lévy process; fluctuation theory; insurance risk; ruin probabilities; inverse Gaussian; tempered stable; convolution equivalent
60G51: Processes with independent increments; Lévy processes
60G15: Gaussian processes
60G52: Stable stochastic processes
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Cites Work
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