Park, Hyun SukMaller, Ross2015-12-080001-8678http://hdl.handle.net/1885/31625This paper is concerned with the finiteness and large-time behaviour of moments of the overshoot and undershoot of a high level, and of their moment generating functions (MGFs), for a Lévy process which drifts to-∞ almost surely. This provides informatKeywords: Convolution; Function evaluation; Image segmentation; Insurance; Insurance risk process; Ladder height process; Overshoot; Subexponential and convolution equivalent distributions; Undershoot; Equivalence classes Insurance risk process; Ladder height process; Lévy process; Overshoot; Subexponential and convolution equivalent distributions; Undershoot200810.1239/aap/12228681832016-02-24