Parisian ruin with random deficit-dependent delays for spectrally negative L\'evy processes (Q6382168)

From MaRDI portal
Revision as of 10:21, 10 July 2024 by Import240710060729 (talk | contribs) (Added link to MaRDI item.)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)
scientific article; zbMATH DE number 7676622
Language Label Description Also known as
English
Parisian ruin with random deficit-dependent delays for spectrally negative L\'evy processes
scientific article; zbMATH DE number 7676622

    Statements

    publication date
    4 November 2021
    0 references
    arXiv ID
    2111.02695
    0 references
    arXiv classification
    math.PR
    0 references
    author
    Duy P. Nguyen
    0 references
    Konstantin A. Borovkov
    0 references
    Mathematics Subject Classification ID
    91G05
    0 references
    44A10
    0 references
    60G40
    0 references
    60G51
    0 references
    zbMATH DE Number
    7676622
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q6382168&oldid=36021097"
    Powered by MediaWiki