Parisian ruin probability for spectrally negative Lévy processes (Q1952435): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 06:20, 5 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Parisian ruin probability for spectrally negative Lévy processes |
scientific article |
Statements
Parisian ruin probability for spectrally negative Lévy processes (English)
0 references
30 May 2013
0 references
Lévy process
0 references
Parisian ruin
0 references
risk process
0 references
ruin probability
0 references