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Q4900479 - MaRDI portal

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scientific article; zbMATH DE number 6129004
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English
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scientific article; zbMATH DE number 6129004

    Statements

    author
    Jinyuan Chen
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    Xin-Bing Kong
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    Zehui Li
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    publication date
    24 January 2013
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    zbMATH Keywords
    compound Poisson process
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    \(\alpha\)-stable Lévy motion
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    ruin probability
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    Gerber-Shiu expected discounted penalty function
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    Skorohod topology
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    Identifiers

    Mathematics Subject Classification ID
    60G52
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    60F15
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    91B30
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    zbMATH DE Number
    6129004
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