On series expansions for scale functions and other ruin-related quantities
David Landriault and Gordon E. Willmot
| Year of publication: |
2020
|
|---|---|
| Authors: | Landriault, David ; Willmot, Gordon E. |
| Subject: | (perturbed) compound Poisson risk process | Laplace transform of the time to ruin | ruin probability | Scale function | spectrally negative Lévy process | Stochastischer Prozess | Stochastic process | Risiko | Risk | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Finanzmathematik | Mathematical finance | Risikomodell | Risk model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2019.1663444 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012262737