Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum (Q4903039): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1204.1676 / rank | |||
Normal rank | |||
Revision as of 20:30, 19 April 2024
scientific article; zbMATH DE number 6127041
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum |
scientific article; zbMATH DE number 6127041 |
Statements
Spectrally Negative Lévy Processes Perturbed by Functionals of their Running Supremum (English)
0 references
19 January 2013
0 references
spectrally negative Lévy process
0 references
excursion theory
0 references
creeping
0 references
ruin
0 references
