Finite time ruin probabilities for tempered stable insurance risk processes
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Griffin, Philip S
Maller, Ross
Roberts, Dale
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Elsevier
Abstract
We study the probability of ruin before time t for the family of tempered stable Lévy insurance risk processes, which includes the spectrally positive inverse Gaussian processes. Numerical approximations of the ruin time distribution are derived via the
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Insurance; Mathematics and Economics
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2037-12-31
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