A risk model driven by Lévy processes

Applied Stochastic Models in Business and Industry

Volumn 19, Issue 2, 2003, Pages 147-167

  Morales, Manuel ^a   Schoutens, Wim ^b  

^a Gina Cody School of Engineering and Computer Science   (Canada)

^b UNIVERSITY OF LEUVEN   (Belgium)

Author keywords

L vy processes; Risk reserve process; Risk theory; Ruin probabilities

Indexed keywords

COMPUTER SIMULATION; INSURANCE; POISSON DISTRIBUTION; PROBABILITY DENSITY FUNCTION; RANDOM PROCESSES; RISK MANAGEMENT;

LEVY PROCESSES; RISK MODEL; RISK RESERVE PROCESS; RISK THEORY; RUIN PROBABILITY;

MATHEMATICAL MODELS;

EID: 0037939850     PISSN: 15241904     EISSN: None     Source Type: Journal    
DOI: 10.1002/asmb.492     Document Type: Article

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