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Functional laws for trimmed Lévy processes - MaRDI portal

Functional laws for trimmed Lévy processes (Q4684895)

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scientific article; zbMATH DE number 6943599
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English
Functional laws for trimmed Lévy processes
scientific article; zbMATH DE number 6943599

    Statements

    title
    Functional laws for trimmed Lévy processes (English)
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    author
    Boris Buchmann
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    Yuguang Ipsen
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    Ross A. Maller
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    publication date
    26 September 2018
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    zbMATH Keywords
    functional law
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    Skorokhod \(J_{1}\)-topology
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    trimming càdlàg function
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    trimmed Lévy process
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    reinsurance risk process
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    Identifiers

    Mathematics Subject Classification ID
    60G51
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    60G52
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    60G55
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    60G70
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    60F17
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    91B30
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    zbMATH DE Number
    6943599
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    OpenAlex ID
    W2962881282
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    arXiv ID
    1609.07206
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    DOI
    10.1017/JPR.2017.39
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