Risk processes perturbed by α-stable Lévy motion
type: Item
instance of: scholarly article
title: Risk processes perturbed by α-stable Lévy motion
zbMATH Open document ID: 1026.60516
DOI: 10.1080/03461238.1998.10413992
author: Hansjörg Furrer
published in: Scandinavian Actuarial Journal
publication date: 1999-03-25T00:00:00Z
Mathematics Subject Classification ID: 60K20
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 1266736
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/03461238.1998.10413992
OpenAlex ID: W2004576217
cites work: Q4836494
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cites work: Exponential inequalities for ruin probabilities of risk processes perturbed by diffusion
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cites work: Asymptotic estimates for the probability of ruin in a Poisson model with diffusion
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description: scientific article; zbMATH DE number 1266736