Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949): Difference between revisions

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Latest revision as of 19:32, 9 July 2024

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Analysis of a drawdown-based regime-switching Lévy insurance model
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    Analysis of a drawdown-based regime-switching Lévy insurance model (English)
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    13 March 2015
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    drawdown
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    exit time
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    two-sided exit problem
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    Lévy process
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    occupation time
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    premium change
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    regime-switching
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    Identifiers

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