Distribution of the first ladder height of a stationary risk process perturbed by -stable Lévy motion

Hanspeter Schmidli

14 Citations (Scopus)

Abstract

Forsikringsmatematik

Original language	English
Journal	Insurance: Mathematics and Economics
Volume	28
Pages (from-to)	13-20
ISSN	0167-6687
Publication status	Published - 2001

@article{2455d38074c711dbbee902004c4f4f50,

title = "Distribution of the first ladder height of a stationary risk process perturbed by -stable L{\'e}vy motion",

abstract = "Forsikringsmatematik",

author = "Hanspeter Schmidli",

year = "2001",

language = "English",

volume = "28",

pages = "13--20",

journal = "Insurance: Mathematics and Economics",

issn = "0167-6687",

publisher = "Elsevier",

}