On the time spent in the red by a refracted L\'evy risk process (Q5176527): Difference between revisions
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Revision as of 23:31, 19 April 2024
scientific article; zbMATH DE number 6408810
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the time spent in the red by a refracted L\'evy risk process |
scientific article; zbMATH DE number 6408810 |
Statements
26 February 2015
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spectrally negative Lévy process
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risk process
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refraction
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occupation time
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bankruptcy
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Parisian ruin
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math.PR
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q-fin.RM
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