Parisian ruin for spectrally negative Lévy processes under a hybrid observation scheme (Q3380653)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Parisian ruin for spectrally negative Lévy processes under a hybrid observation scheme |
scientific article; zbMATH DE number 7403545
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Parisian ruin for spectrally negative Lévy processes under a hybrid observation scheme |
scientific article; zbMATH DE number 7403545 |
Statements
29 September 2021
0 references
Lévy risk process
0 references
hybrid observation scheme
0 references
Parisian ruin
0 references
Laplace transform
0 references
fluctuation identities
0 references
0.8859869241714478
0 references
0.8420109152793884
0 references
0.8353236317634583
0 references
0.8349456191062927
0 references
0.8342525959014893
0 references
