Ruin Probabilities for Levy Processes with Mixed-Exponential Negative Jumps
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Link
http://epubs.siam.org/doi/pdf/10.1137/S0040585X980178
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1. On the distribution of the supremum functional for processes with stationary independent increments
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