Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes
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Publication:6067509
DOI10.1080/03610926.2022.2065302OpenAlexW4224291464MaRDI QIDQ6067509
Ekaterina Todorova Kolkovska, Ehyter Matías Martín-González
Publication date: 17 November 2023
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2022.2065302
severity of ruinGerber-Shiu functionsurplus prior to ruinexpected discounted penalty functionasymptotic dependencetwo-sided jumps Lévy risk process
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