Ruin probabilities and overshoots for general Levy insurance risk processes

Research output: Contribution to journal › Article › Academic › peer-review

Original language	Undefined/Unknown
Pages (from-to)	1766-1801
Number of pages	36
Journal	The annals of applied probability
Volume	14
Issue number	4
Publication status	Published - 2004

Keywords

@article{bfe0452ded0b497486187318e9b7f584,

title = "Ruin probabilities and overshoots for general Levy insurance risk processes",

keywords = "Wiskunde en Informatica (WIIN), Mathematics, Landbouwwetenschappen, Natuurwetenschappen, Wiskunde: algemeen",

author = "A.E. Kyprianou and C. Kluppelberg and R. Maller",

year = "2004",

language = "Undefined/Unknown",

volume = "14",

pages = "1766--1801",

journal = "The annals of applied probability",

issn = "1050-5164",

publisher = "Institute of Mathematical Statistics",

number = "4",

}

TY - JOUR

T1 - Ruin probabilities and overshoots for general Levy insurance risk processes

AU - Kyprianou, A.E.

AU - Kluppelberg, C.

AU - Maller, R.

PY - 2004

Y1 - 2004

KW - Wiskunde en Informatica (WIIN)

KW - Mathematics

KW - Landbouwwetenschappen

KW - Natuurwetenschappen

KW - Wiskunde: algemeen

M3 - Article

SN - 1050-5164

VL - 14

SP - 1766

EP - 1801

JO - The annals of applied probability

JF - The annals of applied probability

IS - 4

ER -