Expected discounted penalty function and asymptotic dependence of the severity of ruin and surplus prior to ruin for two-sided Lévy risk processes
| Autor: | Ehyter M. Martín-González, Ekaterina T. Kolkovska |
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| Rok vydání: | 2022 |
| Předmět: | |
| Zdroj: | Communications in Statistics - Theory and Methods. :1-18 |
| ISSN: | 1532-415X 0361-0926 |
| Databáze: | OpenAIRE |
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