Discounted penalty function at Parisian ruin for Lévy insurance risk process (Q1622529): Difference between revisions
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Revision as of 04:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discounted penalty function at Parisian ruin for Lévy insurance risk process |
scientific article |
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Discounted penalty function at Parisian ruin for Lévy insurance risk process (English)
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19 November 2018
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Lévy process
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Parisian ruin
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risk process
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ruin
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resolvent
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first-passage time
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