On the area in the red of Lévy risk processes and related quantities

DOI10.1016/j.insmatheco.2023.05.005zbMath1520.91340OpenAlexW4377101671MaRDI QIDQ6171959

Publication date: 18 July 2023

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2023.05.005

zbMATH Keywords

Lévy risk processes cost of recovery area in the red

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Actuarial mathematics (91G05)

Cites Work

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