Moment and MGF Convergence of Overshoots and Undershoots for Lévy Insurance Risk Processes. Park, H. S. & Maller, R. Advances in Applied Probability, 40(3):716–733, September, 2008. Paper doi bibtex @Article{Park:2008:MMC,
author = "Hyun Suk Park and Ross Maller",
title = "Moment and {MGF} Convergence of Overshoots and
Undershoots for {L{\'e}vy} Insurance Risk Processes",
journal = j-ADV-APPL-PROB,
volume = "40",
number = "3",
pages = "716--733",
month = sep,
year = "2008",
CODEN = "AAPBBD",
DOI = "https://doi.org/10.2307/20443605",
ISSN = "0001-8678 (print), 1475-6064 (electronic)",
ISSN-L = "0001-8678",
bibdate = "Sat May 3 07:43:04 MDT 2014",
bibsource = "http://www.jstor.org/stable/i20443598;
http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
URL = "http://www.jstor.org/stable/20443605",
acknowledgement = ack-nhfb,
ajournal = "Adv. Appl. Probab.",
fjournal = "Advances in Applied Probability",
journal-URL = "http://www.jstor.org/journals/00018678.html",
}
Downloads: 0
{"_id":"JJtqarkePJh6LPkAc","bibbaseid":"park-maller-momentandmgfconvergenceofovershootsandundershootsforlvyinsuranceriskprocesses-2008","author_short":["Park, H. S.","Maller, R."],"bibdata":{"bibtype":"article","type":"article","author":[{"firstnames":["Hyun","Suk"],"propositions":[],"lastnames":["Park"],"suffixes":[]},{"firstnames":["Ross"],"propositions":[],"lastnames":["Maller"],"suffixes":[]}],"title":"Moment and MGF Convergence of Overshoots and Undershoots for Lévy Insurance Risk Processes","journal":"Advances in Applied Probability","volume":"40","number":"3","pages":"716–733","month":"September","year":"2008","coden":"AAPBBD","doi":"https://doi.org/10.2307/20443605","issn":"0001-8678 (print), 1475-6064 (electronic)","issn-l":"0001-8678","bibdate":"Sat May 3 07:43:04 MDT 2014","bibsource":"http://www.jstor.org/stable/i20443598; http://www.math.utah.edu/pub/tex/bib/advapplprob.bib","url":"http://www.jstor.org/stable/20443605","acknowledgement":"Nelson H. F. Beebe, University of Utah, Department of Mathematics, 110 LCB, 155 S 1400 E RM 233, Salt Lake City, UT 84112-0090, USA, Tel: +1 801 581 5254, FAX: +1 801 585 1640, +1 801 581 4148, e-mail: \\path|beebe@math.utah.edu|, \\path|beebe@acm.org|, \\path|beebe@computer.org| (Internet), URL: \\path|http://www.math.utah.edu/ beebe/|","ajournal":"Adv. Appl. Probab.","fjournal":"Advances in Applied Probability","journal-url":"http://www.jstor.org/journals/00018678.html","bibtex":"@Article{Park:2008:MMC,\n author = \"Hyun Suk Park and Ross Maller\",\n title = \"Moment and {MGF} Convergence of Overshoots and\n Undershoots for {L{\\'e}vy} Insurance Risk Processes\",\n journal = j-ADV-APPL-PROB,\n volume = \"40\",\n number = \"3\",\n pages = \"716--733\",\n month = sep,\n year = \"2008\",\n CODEN = \"AAPBBD\",\n DOI = \"https://doi.org/10.2307/20443605\",\n ISSN = \"0001-8678 (print), 1475-6064 (electronic)\",\n ISSN-L = \"0001-8678\",\n bibdate = \"Sat May 3 07:43:04 MDT 2014\",\n bibsource = \"http://www.jstor.org/stable/i20443598;\n http://www.math.utah.edu/pub/tex/bib/advapplprob.bib\",\n URL = \"http://www.jstor.org/stable/20443605\",\n acknowledgement = ack-nhfb,\n ajournal = \"Adv. Appl. Probab.\",\n fjournal = \"Advances in Applied Probability\",\n journal-URL = \"http://www.jstor.org/journals/00018678.html\",\n}\n\n","author_short":["Park, H. S.","Maller, R."],"key":"Park:2008:MMC","id":"Park:2008:MMC","bibbaseid":"park-maller-momentandmgfconvergenceofovershootsandundershootsforlvyinsuranceriskprocesses-2008","role":"author","urls":{"Paper":"http://www.jstor.org/stable/20443605"},"metadata":{"authorlinks":{}},"html":""},"bibtype":"article","biburl":"http://ftp.math.utah.edu/pub/tex/bib/advapplprob.bib","dataSources":["8DKZik2cWsn9Xkr7S"],"keywords":[],"search_terms":["moment","mgf","convergence","overshoots","undershoots","insurance","risk","processes","park","maller"],"title":"Moment and MGF Convergence of Overshoots and Undershoots for Lévy Insurance Risk Processes","year":2008}