A drawdown reflected spectrally negative Lévy process (Q2224959)
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scientific article; zbMATH DE number 7306263
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A drawdown reflected spectrally negative Lévy process |
scientific article; zbMATH DE number 7306263 |
Statements
A drawdown reflected spectrally negative Lévy process (English)
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4 February 2021
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spectrally negative Lévy process
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reflected process
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drawdown time
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potential measure
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excursion theory
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risk process
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capital injection
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0.8922995328903198
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0.8613351583480835
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0.8376796841621399
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0.8178119659423828
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0.8044290542602539
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