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 SchaikVolume:
51
Year:
2012
Language:
english
DOI:
10.1016/j.insmatheco.2012.06.005
File:
PDF, 358 KB
english, 2012