Risk Theory with the Generalized Inverse Gaussian Lévy Process

ASTIN Bulletin

Volumn 34, Issue 2, 2004, Pages 361-377

  Morales, Manuel ^a  

^a YORK UNIVERSITY   (Canada)

Author keywords

Gamma Process; Generalized Inverse Gaussian Process; L vy Process; Risk Theory; Ruin Probabilities

Indexed keywords

EID: 85011514505     PISSN: 05150361     EISSN: 17831350     Source Type: Journal    
DOI: 10.1017/S0515036100013738     Document Type: Article

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