On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory
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Publication:903681
DOI10.1007/s13385-015-0112-9zbMath1396.91292arXiv1406.6952OpenAlexW2001027381MaRDI QIDQ903681
Manuel Morales, Hélène Guérin, Hassan Omidi Firouzi, Zied Ben Salah
Publication date: 15 January 2016
Published in: European Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1406.6952
scale functionLévy insurance risk processdrawdownCramer-Lundberg modeldepletion problem of insurance reservegamma risk processspectrally negative stable risk process
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