Distribution of the first ladder height of a stationary risk process perturbed by [alpha]-stable Lévy motion
| Year of publication: |
2001
|
|---|---|
| Authors: | Schmidli, Hanspeter |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 28.2001, 1, p. 13-20
|
| Publisher: |
Elsevier |