Ruin Time and Severity for a Lévy Subordinator Claim Process: A Simple Approach

Author: Lefèvre Claude   Picard Philippe  

Publisher: MDPI

E-ISSN: 2227-9091|1|3|192-212

ISSN: 2227-9091

Source: Risks, Vol.1, Iss.3, 2013-12, pp. : 192-212

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Abstract