Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (Q259583)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions |
scientific article |
Statements
Sample path behavior of a Lévy insurance risk process approaching ruin, under the Cramér-Lundberg and convolution equivalent conditions (English)
0 references
11 March 2016
0 references
Lévy insurance risk process
0 references
sample paths
0 references
Cramér-Lundberg condition
0 references
convolution equivalence
0 references
ruin time
0 references
overshoot
0 references
0 references
0 references
