Ruin probabilities and decompositions for general perturbed risk processes

Annals of Applied Probability

Volumn 14, Issue 3, 2004, Pages 1378-1397

  Huzak, Miljenko ^a   Perman, Mihael ^b   Šikić, Hrvoje ^a   Vondraček, Zoran ^a  

^a UNIVERSITY OF ZAGREB   (Croatia)

^b UNIVERSITY OF LJUBLJANA   (Slovenia)

Author keywords

Pollaczek Hinchin formula; Risk theory; Ruin probability; Spectrally negative L vy process; Subordinator

Indexed keywords

EID: 18244393532     PISSN: 10505164     EISSN: 10505164     Source Type: Journal    
DOI: 10.1214/105051604000000332     Document Type: Article

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