On series expansions for scale functions and other ruin-related quantities

Autor:	David Landriault, Gordon E. Willmot
Rok vydání:	2019
Předmět:	Statistics and Probability Scale function Economics and Econometrics Scale (ratio) Statistical physics Statistics Probability and Uncertainty Series expansion Lévy process Mathematics
Zdroj:	Scandinavian Actuarial Journal. 2020:292-306
ISSN:	1651-2030 0346-1238
DOI:	10.1080/03461238.2019.1663444
Popis:	In this note, we consider a nonstandard analytic approach to the examination of scale functions in some special cases of spectrally negative Levy processes. In particular, we consider the compound ...
Databáze:	OpenAIRE
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