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Moments of the ruin time in a L\'evy risk model - MaRDI portal

Moments of the ruin time in a L\'evy risk model

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Publication:6374999

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DOI10.1007/S11009-022-09967-WzbMath1508.91486arXiv2108.05139MaRDI QIDQ6374999

Anita Behme, Philipp Lukas Strietzel

Publication date: 11 August 2021

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Stopping times; optimal stopping problems; gambling theory (60G40) Actuarial mathematics (91G05)

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