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- Publisher Website: 10.1080/03461238.2011.599141
- Scopus: eid_2-s2.0-84877800770
- WOS: WOS:000318974600003
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Article: On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process
Title | On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process |
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Authors | |
Keywords | Asymptotic Defective renewal equation Gerber-Shiu function Laplace transform Spectrally negative Lévy process |
Issue Date | 2013 |
Publisher | Taylor & 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? |
Persistent Identifier | http://hdl.handle.net/10722/186282 |
ISSN | 2023 Impact Factor: 1.6 2023 SCImago Journal Rankings: 0.967 |
ISI Accession Number ID |
DC Field | Value | Language |
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dc.contributor.author | Zhang, Z | en_US |
dc.contributor.author | Yang, H | en_US |
dc.contributor.author | Yang, H | en_US |
dc.date.accessioned | 2013-08-20T12:02:44Z | - |
dc.date.available | 2013-08-20T12:02:44Z | - |
dc.date.issued | 2013 | en_US |
dc.identifier.citation | Scandinavian Actuarial Journal, 2013, v. 2013 n. 3, p. 213-239 | en_US |
dc.identifier.issn | 0346-1238 | en_US |
dc.identifier.uri | http://hdl.handle.net/10722/186282 | - |
dc.language | eng | en_US |
dc.publisher | Taylor & Francis A S. The Journal's web site is located at http://www.tandf.co.uk/journals/titles/03461238.asp | en_US |
dc.relation.ispartof | Scandinavian Actuarial Journal | en_US |
dc.rights | PREPRINT 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.subject | Asymptotic | - |
dc.subject | Defective renewal equation | - |
dc.subject | Gerber-Shiu function | - |
dc.subject | Laplace transform | - |
dc.subject | Spectrally negative Lévy process | - |
dc.title | On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process | en_US |
dc.type | Article | en_US |
dc.identifier.email | Yang, H: hlyang@hku.hk | en_US |
dc.identifier.authority | Yang, H=rp00826 | en_US |
dc.identifier.doi | 10.1080/03461238.2011.599141 | en_US |
dc.identifier.scopus | eid_2-s2.0-84877800770 | - |
dc.identifier.hkuros | 218759 | en_US |
dc.identifier.volume | 2013 | en_US |
dc.identifier.issue | 3 | en_US |
dc.identifier.spage | 213 | en_US |
dc.identifier.epage | 239 | en_US |
dc.identifier.isi | WOS:000318974600003 | - |
dc.publisher.place | Norway | en_US |
dc.identifier.issnl | 0346-1238 | - |