Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 2003, Volume 48, Issue 1, Pages 188–194
DOI: https://doi.org/10.4213/tvp310 (Mi tvp310) 		 
This article is cited in 27 scientific papers (total in 27 papers)

Short Communications

Ruin probabilities for Lévy processes with mixed-exponential negative jumps

É. Mordecki

Facultad de Ciencias, Centro de Matemática
Full-text PDF (689 kB) Citations (27)
References:
PDF
HTML
DOI: https://doi.org/10.4213/tvp310
Abstract: We give a closed form of the ruin probability for Lévy processes, possible killed at a constant rate, with arbitrary, positive, and mixed exponentially negative jumps.
Keywords: ruin probability, closed form, Lévy process, mixed-exponential distributions.
Received: 18.11.1999
English version:
Theory of Probability and its Applications, 2004, Volume 48, Issue 1, Pages 170–176
DOI: https://doi.org/10.1137/S0040585X980178
Bibliographic databases:
Document Type: Article
Language: English
Citation: É. Mordecki, “Ruin probabilities for Lévy processes with mixed-exponential negative jumps”, Teor. Veroyatnost. i Primenen., 48:1 (2003), 188–194; Theory Probab. Appl., 48:1 (2004), 170–176
Citation in format AMSBIB
\Bibitem{Mor03}
\by \'E.~Mordecki
\paper Ruin probabilities for L\'evy processes with mixed-exponential negative jumps
\jour Teor. Veroyatnost. i Primenen.
\yr 2003
\vol 48
\issue 1
\pages 188--194
\mathnet{http://mi.mathnet.ru/tvp310}
\crossref{https://doi.org/10.4213/tvp310}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=2013414}
\zmath{https://zbmath.org/?q=an:1055.60040}
\transl
\jour Theory Probab. Appl.
\yr 2004
\vol 48
\issue 1
\pages 170--176
\crossref{https://doi.org/10.1137/S0040585X980178}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=000220694300013}
Linking options:
  • https://www.mathnet.ru/eng/tvp310
  • https://doi.org/10.4213/tvp310
  • https://www.mathnet.ru/eng/tvp/v48/i1/p188
    • This publication is cited in the following 27 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:408
    Full-text PDF :158
    References:54
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024