Moment and MGF Convergence of Overshoots and Undershoots for Levy Insurance Risk Processes
Citation
Park, H & Maller, R 2008, 'Moment and MGF Convergence of Overshoots and Undershoots for Levy Insurance Risk Processes', Advances in Applied Probability, vol. 40, no. 3, pp. 716 - 733.Year
2008ANU Authors
Field of Research
- Stochastic Analysis And Modelling