Applications of factorization embeddings for Lévy processes

Advances in Applied Probability

Volumn 38, Issue 3, 2006, Pages 768-791

  Dieker, A B ^a,b  

^a UNIVERSITY OF TWENTE   (Netherlands)

^b UNIVERSITY COLLEGE CORK   (Ireland)

Author keywords

First factorization identity; L vy process; Perturbed risk model; Phase type jump; Ruin probability

Indexed keywords

FACTORIZATION EMBEDDINGS; FIRST FACTORIZATION IDENTITY; LEVY PROCESS; PERTURBED RISK MODEL; PHASE-TYPE JUMP; RUIN PROBABILITY;

MATHEMATICAL MODELS; PERTURBATION TECHNIQUES; PROBABILITY DISTRIBUTIONS;

PROBABILITY;

EID: 33749551715     PISSN: 00018678     EISSN: None     Source Type: Journal    
DOI: 10.1239/aap/1158685001     Document Type: Article

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