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http://cimat.repositorioinstitucional.mx/jspui/handle/1008/583| 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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