Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Spectrally negative Lévy risk model under Erlangized barrier strategy |
scientific article |
Statements
Spectrally negative Lévy risk model under Erlangized barrier strategy (English)
0 references
29 January 2019
0 references
spectrally negative Lévy risk process
0 references
randomized observation
0 references
barrier strategy
0 references
scale function
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references