The cumulant representation of the Lundberg root in the case of semicontinuous processes

DOI10.1090/S0094-9000-2011-00823-XzbMath1235.60045MaRDI QIDQ3114543

Dmytro Gusak

Publication date: 19 February 2012

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

independent incrementsLundberg equationnegative jumps

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Renewal theory (60K05)

Related Items (1)

Analytic properties of infinite-horizon survival probability in a risk model with additional funds

Cites Work

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