Ruin probabilities and overshoots for general Lévy insurance risk processes

DOI10.1214/105051604000000927zbMath1066.60049arXivmath/0503539OpenAlexW3105156169MaRDI QIDQ1769411

Claudia Klüppelberg, Andreas E. Kyprianou, Ross A. Maller

Publication date: 21 March 2005

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0503539

zbMATH Keywords

subexponential distributionsheavy tailsfirst passage timeLévy processladder processovershootconditional limit theoremconvolution equivalent distributions

Mathematics Subject Classification ID

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