A risk model driven by Lévy processes
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Publication:4827960
DOI10.1002/asmb.492zbMath1051.60051OpenAlexW1965850875MaRDI QIDQ4827960
Publication date: 24 November 2004
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/asmb.492
simulationLévy processesmartingalerisk theoryruin probabilitiesrisk reserve processtime changed Brownian motionrandom process with independent increments
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