A note on scale functions and the time value of ruin for Lévy insurance risk processes

DOI10.1016/j.insmatheco.2009.04.005zbMath1231.91145OpenAlexW3126124209MaRDI QIDQ659186

Enrico Biffis, Andreas E. Kyprianou

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.04.005

zbMATH Keywords

ruinLaplace transformGerber-Shiu functionscale functionsspectrally negative Lévy processes

Mathematics Subject Classification ID

Related Items (45)

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