Approximating the classical risk process by stable Lévy motion (Q6169664)
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scientific article; zbMATH DE number 7710967
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Approximating the classical risk process by stable Lévy motion |
scientific article; zbMATH DE number 7710967 |
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Approximating the classical risk process by stable Lévy motion (English)
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12 July 2023
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Cramér-Lundberg risk process
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\( \alpha \)-stable Lévy motion
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spectrally negative Lévy process
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Laplace exponent
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scale functions
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