On occupation times in the red of Lévy risk models (Q784389): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 1903.03721 / rank | |||
Normal rank |
Revision as of 16:49, 18 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On occupation times in the red of Lévy risk models |
scientific article |
Statements
On occupation times in the red of Lévy risk models (English)
0 references
3 August 2020
0 references
occupation time
0 references
inverse occupation time
0 references
Parisian ruin
0 references
Lévy insurance risk processes
0 references
scale functions
0 references