Moments of the ruin time in a Lévy risk model (Q2684957)
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scientific article; zbMATH DE number 7655083
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Moments of the ruin time in a Lévy risk model |
scientific article; zbMATH DE number 7655083 |
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Moments of the ruin time in a Lévy risk model (English)
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17 February 2023
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Cramér-Lundberg risk process
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exponential claims
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Laplace transforms
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moments
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phase-type distributions
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ruin theory
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ruin time
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spectrally negative Lévy process
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