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

2008

ANU Authors

Field of Research

  • Stochastic Analysis And Modelling

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