Stability of the exit time for Lévy processes (Q3173002)
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scientific article; zbMATH DE number 5955083
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stability of the exit time for Lévy processes |
scientific article; zbMATH DE number 5955083 |
Statements
Stability of the exit time for Lévy processes (English)
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10 October 2011
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Lévy process
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passage time above a level
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insurance risk process
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Cramér condition
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overshoot
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0.8722999691963196
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0.8708928227424622
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0.8066270351409912
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0.7976438403129578
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0.795927882194519
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