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Article: On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process

TitleOn a Sparre Andersen risk model perturbed by a spectrally negative Lévy process
Authors
Zhang, ZYang, HYang, H
KeywordsAsymptotic
Defective renewal equation
Gerber-Shiu function
Laplace transform
Spectrally negative Lévy process
Issue Date2013
PublisherTaylor & Francis A S. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp
Citation
Scandinavian Actuarial Journal, 2013, v. 2013 n. 3, p. 213-239 How to Cite?
DOI: http://dx.doi.org/10.1080/03461238.2011.599141
Persistent Identifierhttp://hdl.handle.net/10722/186282
ISSN
0346-1238
2023 Impact Factor: 1.6
2023 SCImago Journal Rankings: 0.967
ISI Accession Number ID
WOS:000318974600003

 

DC FieldValueLanguage
dc.contributor.authorZhang, Zen_US
dc.contributor.authorYang, Hen_US
dc.contributor.authorYang, Hen_US
dc.date.accessioned2013-08-20T12:02:44Z-
dc.date.available2013-08-20T12:02:44Z-
dc.date.issued2013en_US
dc.identifier.citationScandinavian Actuarial Journal, 2013, v. 2013 n. 3, p. 213-239en_US
dc.identifier.issn0346-1238en_US
dc.identifier.urihttp://hdl.handle.net/10722/186282-
dc.languageengen_US
dc.publisherTaylor & Francis A S. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.aspen_US
dc.relation.ispartofScandinavian Actuarial Journalen_US
dc.rightsPREPRINT This is a preprint of an article whose final and definitive form has been published in the [JOURNAL TITLE] [year of publication] [copyright Taylor & Francis]; [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article POSTPRINT ‘This is an electronic version of an article published in [include the complete citation information for the final version of the article as published in the print edition of the journal]. [JOURNAL TITLE] is available online at: http://www.informaworld.com/smpp/ with the open URL of your article.en_US
dc.subjectAsymptotic-
dc.subjectDefective renewal equation-
dc.subjectGerber-Shiu function-
dc.subjectLaplace transform-
dc.subjectSpectrally negative Lévy process-
dc.titleOn a Sparre Andersen risk model perturbed by a spectrally negative Lévy processen_US
dc.typeArticleen_US
dc.identifier.emailYang, H: hlyang@hku.hken_US
dc.identifier.authorityYang, H=rp00826en_US
dc.identifier.doi10.1080/03461238.2011.599141en_US
dc.identifier.scopuseid_2-s2.0-84877800770-
dc.identifier.hkuros218759en_US
dc.identifier.volume2013en_US
dc.identifier.issue3en_US
dc.identifier.spage213en_US
dc.identifier.epage239en_US
dc.identifier.isiWOS:000318974600003-
dc.publisher.placeNorwayen_US
dc.identifier.issnl0346-1238-

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