Parisian ruin for a refracted Lévy process (Q2397862)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parisian ruin for a refracted Lévy process |
scientific article |
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Parisian ruin for a refracted Lévy process (English)
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24 May 2017
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Parisian ruin
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adaptive premium
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refracted Lévy process
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Lévy risk models
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scale functions
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