Sample paths of a Lévy process leading to first passage over high levels in finite time (Q265638)
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scientific article; zbMATH DE number 6562530
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| English | Sample paths of a Lévy process leading to first passage over high levels in finite time |
scientific article; zbMATH DE number 6562530 |
Statements
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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0.8585689663887024
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0.8314520120620728
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0.8292800784111023
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0.8273636698722839
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0.8223831653594971
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