Asymptotic distributions of the overshoot and undershoots for the Lévy insurance risk process in the Cramér and convolution equivalent cases
| Year of publication: |
2012
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|---|---|
| Authors: | Griffin, Philip S. ; Maller, Ross A. ; Schaik, Kees van |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : North Holland Publ. Co, ISSN 0167-6687, ZDB-ID 8864x. - Vol. 51.2012, 2, p. 382-393
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