Generalized expected discounted penalty function at general drawdown for Lévy risk processes (Q2306086)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generalized expected discounted penalty function at general drawdown for Lévy risk processes |
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Generalized expected discounted penalty function at general drawdown for Lévy risk processes (English)
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20 March 2020
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spectrally negative Lévy process
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general drawdown time
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generalized expected discounted penalty function
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scale function
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excursion theory
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