On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (Q2868606)
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scientific article; zbMATH DE number 6239146
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process |
scientific article; zbMATH DE number 6239146 |
Statements
On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process (English)
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17 December 2013
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Gerber-Shiu function
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Laplace transform
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spectrally negative Lévy process
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defective renewal equation
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asymptotic
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