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