Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of a drawdown-based regime-switching Lévy insurance model |
scientific article |
Statements
Analysis of a drawdown-based regime-switching Lévy insurance model (English)
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13 March 2015
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drawdown
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exit time
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two-sided exit problem
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Lévy process
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occupation time
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premium change
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regime-switching
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