A note on scale functions and the time value of ruin for Lévy insurance risk processes
type: Item
instance of: scholarly article
title: A note on scale functions and the time value of ruin for Lévy insurance risk processes
zbMATH Open document ID: 1231.91145
author: Enrico Biffis
author: A. E. Kyprianou
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 6004673
zbMATH Keywords: scale functions
zbMATH Keywords: ruin
zbMATH Keywords: spectrally negative Lévy processes
zbMATH Keywords: Gerber-Shiu function
zbMATH Keywords: Laplace transform
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.04.005
OpenAlex ID: W3126124209
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DOI: 10.1016/J.INSMATHECO.2009.04.005
description: scientific article; zbMATH DE number 6004673