On a Generalization from Ruin to Default in a Lévy Insurance Risk Model

Keyphrases

• Insurance Risk Model 100%
• Defective Renewal Equation 100%
• Expected Discounted Penalty Function 66%
• Scaling Function 33%
• Potential Measure 33%
• Analytical Tools 33%
• Fluctuation Theory 33%
• Series Representation 33%
• Class Function 33%
• Explicit Solution 33%
• Risk Model 33%
• Operator Basis 33%
• Compound Geometric Distribution 33%

Mathematics

• Defectives 100%
• Risk Model 100%
• Renewal Equation 100%
• Necessary and Sufficient Condition 33%
• Series Representation 33%
• Explicit Solution 33%
• Theoretic Method 33%
• Scale Function 33%
• Geometric Distribution 33%