Integrated insurance risk models with exponential Lévy investment (Q998271)
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scientific article; zbMATH DE number 5499582
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Integrated insurance risk models with exponential Lévy investment |
scientific article; zbMATH DE number 5499582 |
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Integrated insurance risk models with exponential Lévy investment (English)
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28 January 2009
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continuous time perpetuity
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discounted net loss process
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exponential lévy process
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generalized Ornstein-Uhlenbeck process
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integrated insurance risk process
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integrated risk management
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stochastic recurrence equations
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tail behavior
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