Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638)
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English | Sample paths of a Lévy process leading to first passage over high levels in finite time |
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Sample paths of a Lévy process leading to first passage over high levels in finite time (English)
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4 April 2016
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Lévy processes
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sample paths
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first passage problem
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semi-heavy tails
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insurance risk
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