Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (Q2001232): 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 05:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process |
scientific article |
Statements
Parisian excursion below a fixed level from the last record maximum of Lévy insurance risk process (English)
0 references
2 July 2019
0 references
insurance risk
0 references
Lévy process
0 references
Parisian ruin
0 references
