Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases

✍ Scribed by Philip S. Griffin; Ross A. Maller; Kees van Schaik

• Book ID: 118460466
• Publisher: Elsevier Science
• Year: 2012
• Tongue: English
• Weight: 358 KB
• Volume: 51
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2012.06.005