Exit identities for Lévy processes observed at Poisson arrival times (Q282534)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Exit identities for Lévy processes observed at Poisson arrival times |
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Exit identities for Lévy processes observed at Poisson arrival times (English)
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12 May 2016
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Lévy process
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exit problem
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reflection
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Poisson arrival times
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Laplace transforms
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Cramér-Lundberg risk model
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dividends
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