Spectrally negative Lévy processes with applications in risk theory (Q2726729): Difference between revisions
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Revision as of 23:54, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectrally negative Lévy processes with applications in risk theory |
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Spectrally negative Lévy processes with applications in risk theory (English)
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15 January 2002
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spectrally negative Lévy processes
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subordinator
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risk processes perturbed by diffusion
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gamma process
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ruin probability
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first hitting times
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exponential integral
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first recovery time
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