On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process

DOI10.1080/03461238.2011.599141zbMath1408.91109OpenAlexW2167181390MaRDI QIDQ2868606

Zhimin Zhang, Hailiang Yang, Hu Yang

Publication date: 17 December 2013

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2011.599141

zbMATH Keywords

Laplace transform asymptotic Gerber-Shiu function spectrally negative Lévy process defective renewal equation

Mathematics Subject Classification ID

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Cites Work

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