Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases
Philip S. Griffin; Ross A. Maller; Kees van Schaik
| Year of publication: |
2012
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|---|---|
| Authors: | Griffin, Philip S. ; Maller, Ross A. ; Schaik, Kees van |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 51.2012, 2, p. 382-392
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| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process | Versicherung | Insurance | Risikomodell | Risk model |
| Extent: | graph. Darst. |
|---|---|
| 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/10009669554