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Gerber-Shiu functionals for two-sided jumps risk processes perturbed by an a-stable motion | |
EKATERINA TODOROVA KOLKOVSKA | |
Acceso Abierto | |
Atribución-NoComercial | |
Riesgo | |
We study the Gerber-Shiu functional of two-sided jumps risk processes per- turbed by an a-stable motion for a wide a class of penalty functions. We obtain a formula for the Laplace transform of such functional which extend previous work of Furrer (1998), Albrecher, Gerber and Yang (2010), Zhang, Yang and Li (2010), Labbe, Sendov and Sendova (2011). | |
Centro de Investigación en Matemáticas AC | |
14-08-2015 | |
Reporte | |
Inglés | |
Investigadores | |
APLICACIÓN DE LA PROBABILIDAD | |
Versión publicada | |
publishedVersion - Versión publicada | |
Appears in Collections: | Reportes Técnicos - Probabilidad y Estadística |
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