Loss Rates for Lévy Processes with Two Reflecting Barriers (Q5388032)
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scientific article; zbMATH DE number 5279725
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Loss Rates for Lévy Processes with Two Reflecting Barriers |
scientific article; zbMATH DE number 5279725 |
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Loss Rates for Lévy Processes with Two Reflecting Barriers (English)
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27 May 2008
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Lévy process
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reflection
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Skorokhod problem
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local time
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loss rate
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light tail
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martingale
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Lundberg equation
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Markov-modulated Lévy process
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Cramér-Lundberg approximation
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asymptotics
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