On series expansions for scale functions and other ruin-related quantities (Q5117674)
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scientific article; zbMATH DE number 7239958
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On series expansions for scale functions and other ruin-related quantities |
scientific article; zbMATH DE number 7239958 |
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On series expansions for scale functions and other ruin-related quantities (English)
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26 August 2020
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scale function
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spectrally negative Lévy process
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(perturbed) compound Poisson risk process
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ruin probability
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Laplace transform of time to ruin
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