Distribution of the first ladder height of a stationary risk process perturbed by α -stable Lévy motion

Insurance: Mathematics and Economics

Volumn 28, Issue 1, 2001, Pages 13-20

  Schmidli, Hanspeter ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

C60; Ladder heights; L vy process; M01; M13; Marked point process; Markov modulated risk model; Perturbed risk model

Indexed keywords

EID: 0041902491     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(00)00062-7     Document Type: Article

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