A note on scale functions and the time value of ruin for Lévy insurance risk processes
Enrico Biffis; Andreas E. Kyprianou
| Year of publication: |
2010
|
|---|---|
| Authors: | Biffis, Enrico ; Kyprianou, Andreas E. |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 46.2010, 1, p. 85-91
|
| Subject: | Theorie | Theory | Risiko | Risk | Risikomodell | Risk model | Versicherung | Insurance | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003953305