Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion
DOI10.1016/j.insmatheco.2015.10.009zbMath1348.91159OpenAlexW1854327904MaRDI QIDQ903325
Ehyter Matías Martín-González, Ekaterina Todorova Kolkovska
Publication date: 5 January 2016
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2015.10.009
ruin probabilityclassical risk processstable processseverity of ruinsurplus before ruinscale functions
Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)
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Cites Work
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