Exit identities for Lévy processes observed at Poisson arrival times (Q282534)
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scientific article; zbMATH DE number 6579700
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Exit identities for Lévy processes observed at Poisson arrival times |
scientific article; zbMATH DE number 6579700 |
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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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0.8666877150535583
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0.8575364947319031
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0.7788122296333313
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0.773516058921814
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0.7705748081207275
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