ERM Resource
Ruin Probabilities and Overshoots for GeneralLvy Insurance Risk Processes
Ruin Probabilities and Overshoots for GeneralLvy Insurance Risk Processes Submitted by TheSecretariat on Wed, 29/07/2015 - 13:30 We formulate the insurance risk process in a general Lvy process setting, and give general theorems for the ruin probability …
Last updated: 30 Nov 2016