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

Research output: Contribution to journal › Journal article › Research › peer-review

  • Hanspeter Schmidli
Forsikringsmatematik
Original languageEnglish
JournalInsurance: Mathematics and Economics
Volume28
Pages (from-to)13-20
ISSN0167-6687
Publication statusPublished - 2001

ID: 163291