Stability of the exit time for Lévy processes (Q3173002)

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Stability of the exit time for Lévy processes
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    title
    Stability of the exit time for Lévy processes (English)
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    author
    Philip S. Griffin
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    publication date
    10 October 2011
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    Mathematics Subject Classification ID
    60G51
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    60K05
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    91B30
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    zbMATH DE Number
    5955083
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    zbMATH Keywords
    Lévy process
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    passage time above a level
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    insurance risk process
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    Cramér condition
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    overshoot
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