Spectrally negative Lévy risk model under Erlangized barrier strategy (Q1715797)
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scientific article; zbMATH DE number 7007560
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Spectrally negative Lévy risk model under Erlangized barrier strategy |
scientific article; zbMATH DE number 7007560 |
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Spectrally negative Lévy risk model under Erlangized barrier strategy (English)
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29 January 2019
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spectrally negative Lévy risk process
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randomized observation
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barrier strategy
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scale function
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0.8957939
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0.8892629
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0.88861126
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0.88615483
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0.88511235
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0.8804445
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0.8650341
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0.86013424
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