Exponential and scale mixtures and equilibrium distributions

Scandinavian Actuarial Journal

Volumn 1998, Issue 2, 1998, Pages 125-142

  Hesselager, Ole ^a   Wang, Shaun ^a   Willmot, Gordon ^a  

^a UNIVERSITY OF COPENHAGEN   (Denmark)

Author keywords

Equilibrium distributions; Excess of loss; Mixed exponential; Recursions

Indexed keywords

EID: 85023927260     PISSN: 03461238     EISSN: 16512030     Source Type: Journal    
DOI: 10.1080/03461238.1998.10413998     Document Type: Article

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