Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (Q5321767): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1239/jap/1245676105 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2021477358 / rank | |||
Normal rank |
Revision as of 01:52, 20 March 2024
scientific article; zbMATH DE number 5578824
Language | Label | Description | Also known as |
---|---|---|---|
English | Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes |
scientific article; zbMATH DE number 5578824 |
Statements
Last Exit Before an Exponential Time for Spectrally Negative Lévy Processes (English)
0 references
15 July 2009
0 references
spectrally negative Lévy process
0 references
exit problem
0 references
fluctuation theory
0 references
last passage time
0 references
risk theory
0 references