A drawdown reflected spectrally negative Lévy process (Q2224959): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1812.06923 / rank | |||
Normal rank | |||
Revision as of 02:33, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A drawdown reflected spectrally negative Lévy process |
scientific article |
Statements
A drawdown reflected spectrally negative Lévy process (English)
0 references
4 February 2021
0 references
spectrally negative Lévy process
0 references
reflected process
0 references
drawdown time
0 references
potential measure
0 references
excursion theory
0 references
risk process
0 references
capital injection
0 references
