Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (Q903325)
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scientific article; zbMATH DE number 6526553
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion |
scientific article; zbMATH DE number 6526553 |
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Gerber-Shiu functionals for classical risk processes perturbed by an \(\alpha\)-stable motion (English)
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5 January 2016
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classical risk process
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stable process
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scale functions
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ruin probability
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severity of ruin
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surplus before ruin
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0.8931142
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0.8912909
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0.89076734
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0.87525976
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0.8688838
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