On the occupation times in a delayed Sparre Andersen risk model with exponential claims (Q2374123): Difference between revisions
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Revision as of 23:33, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the occupation times in a delayed Sparre Andersen risk model with exponential claims |
scientific article |
Statements
On the occupation times in a delayed Sparre Andersen risk model with exponential claims (English)
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14 December 2016
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Sparre Andersen risk model
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spectrally negative Lévy process
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transformation method
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scale function
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Laplace transform
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constant dividend barrier
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dividend paying duration
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non-dividend paying duration
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