Stability of the exit time for Lévy processes (Q3173002): Difference between revisions
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Revision as of 11:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stability of the exit time for Lévy processes |
scientific article |
Statements
Stability of the exit time for Lévy processes (English)
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10 October 2011
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Lévy process
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passage time above a level
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insurance risk process
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Cramér condition
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overshoot
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