A drawdown reflected spectrally negative Lévy process (Q2224959): Difference between revisions

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Latest revision as of 12:02, 24 July 2024

scientific article
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A drawdown reflected spectrally negative Lévy process
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    A drawdown reflected spectrally negative Lévy process (English)
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    4 February 2021
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    spectrally negative Lévy process
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    reflected process
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    drawdown time
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    potential measure
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    excursion theory
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    risk process
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    capital injection
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    Identifiers

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