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
    0 references
    0 references
    0 references
    29 January 2019
    0 references
    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