- Title:
The first passage event for sums of dependent Lévy processes with applications to insurance risk
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Eder, I. and Klüppelberg, C.
- Journal title:
- Ann. Appl. Probab.
- Year:
- 2009
- Journal volume:
- 19
- Journal issue:
- 6
- Pages contribution:
- 2047-2079
- Reviewed:
- ja
- Language:
- en
- Fulltext / DOI:
- doi:10.1214/09-AAP601
- Status:
- Verlagsversion / published
- Semester:
- SS 09
- Format:
- Text
- BibTeX