Distribution of the first ladder height of a stationary risk process perturbed by -stable Lévy motion
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Standard
Distribution of the first ladder height of a stationary risk process perturbed by -stable Lévy motion. / Schmidli, Hanspeter.
I: Insurance: Mathematics and Economics, Bind 28, 2001, s. 13-20.Publikation: Bidrag til tidsskrift › Tidsskriftartikel › Forskning › fagfællebedømt
Harvard
Schmidli, H 2001, 'Distribution of the first ladder height of a stationary risk process perturbed by -stable Lévy motion', Insurance: Mathematics and Economics, bind 28, s. 13-20.
APA
Schmidli, H. (2001). Distribution of the first ladder height of a stationary risk process perturbed by -stable Lévy motion. Insurance: Mathematics and Economics, 28, 13-20.
Vancouver
Schmidli H. Distribution of the first ladder height of a stationary risk process perturbed by -stable Lévy motion. Insurance: Mathematics and Economics. 2001;28:13-20.
Author
Bibtex
@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",
}
RIS
TY - JOUR
T1 - Distribution of the first ladder height of a stationary risk process perturbed by -stable Lévy motion
AU - Schmidli, Hanspeter
PY - 2001
Y1 - 2001
N2 - Forsikringsmatematik
AB - Forsikringsmatematik
M3 - Journal article
VL - 28
SP - 13
EP - 20
JO - Insurance: Mathematics and Economics
JF - Insurance: Mathematics and Economics
SN - 0167-6687
ER -
ID: 163291