Phase-type Fitting of scale functions for spectrally negative Lévy processes (Q2252259)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Phase-type Fitting of scale functions for spectrally negative Lévy processes |
scientific article |
Statements
Phase-type Fitting of scale functions for spectrally negative Lévy processes (English)
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16 July 2014
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phase-type models
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spectrally negative Lévy processes
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scale functions
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