A note on limiting distribution for jumps of Lévy insurance risk model
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Publication:744595
DOI10.1016/j.jkss.2010.07.001zbMath1296.91168OpenAlexW2014920833MaRDI QIDQ744595
Publication date: 25 September 2014
Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jkss.2010.07.001
Lévy insurance risk processquintuple lawconvolution equivalent distributionslog-normal processesnon-Cramér condition
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Cites Work
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- Aspects of risk theory
- Ruin probabilities and overshoots for general Lévy insurance risk processes
- Overshoots and undershoots of Lévy processes
- VOTRE LÉVY RAMPE-T-IL?
- Moment and MGF convergence of overshoots and undershoots for Lévy insurance risk processes
- Diffusion approximations for a risk process with the possibility of borrowing and investment
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