Kostadinova, Radostina Ilieva (contributor) - 2006
.s. as k goes to
infinity.
When we look at the form of (2.6) and (2.7), we conclude that the structure of the
discounted and …¨uppelberg and Mikosch [15], Chapter 1.
Note that E[U(t)] = u + (c − λµ)t, t ≥ 0, hence when the time goes to infinity,
the … but mainly has its roots at the beginning of the 20th century. It was
inaugurated by Filip Lundberg [45] who in his thesis …