On The Expected Discounted Penalty function for Lévy Risk Processes

DOI10.1080/10920277.2006.10597421zbMath1480.91076OpenAlexW2020623964MaRDI QIDQ5018745

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Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://spectrum.library.concordia.ca/6672/1/6_05_Garrido_Morales.pdf

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Risk models (general) (91B05)

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